The Valuation Portfolio in Life Insurance

Wüthrich, Mario V.

doi:10.1007/978-3-319-46636-1_3

Mario V. Wüthrich⁸

Part of the book series: EAA Series ((EAAS))

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Abstract

In this chapter we define the valuation portfolio (VaPo) for a life insurance liability cash flow.

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RiskLab, Department of Mathematics, ETH Zurich, Zürich, Switzerland
Mario V. Wüthrich

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Mario V. Wüthrich
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Correspondence to Mario V. Wüthrich .

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Wüthrich, M.V. (2016). The Valuation Portfolio in Life Insurance. In: Market-Consistent Actuarial Valuation. EAA Series. Springer, Cham. https://doi.org/10.1007/978-3-319-46636-1_3

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DOI: https://doi.org/10.1007/978-3-319-46636-1_3
Published: 23 October 2016
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-46635-4
Online ISBN: 978-3-319-46636-1
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)

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