Lutz Wilhelmy

Swiss Re

Mythenquai 50/60

P.O. Box

Zurich, CH-8022

Switzerland

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Scholarly Papers (1)

1.

The Valuation of Insurance Liabilities: A Framework Based on First Principles

Swiss Finance Institute Research Paper No. 20-03
Number of pages: 14 Posted: 02 Jun 2019 Last Revised: 14 Jan 2020
Department of Banking and Finance, Swiss Re, University of Zurich - Department of Banking and Finance and Swiss Re
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Abstract:

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Insurance, Valuation, Financial Frictions, Market Consistency, Solvency II