Philippe Artzner

University of Strasbourg - Institut de Recherche Mathématique Avancée, UMR 7501

7, rue René Descartes

Strasbourg, 67084

France

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No Arbitrage in Insurance and the QP-Rule

Number of pages: 22 Posted: 23 Jun 2020
Philippe Artzner, Karl-Theodor Eisele and Thorsten Schmidt
University of Strasbourg - Institut de Recherche Mathématique Avancée, UMR 7501, University of Strasbourg and University of Freiburg
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Abstract:

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arbitrage, fundamental theorem of asset pricing, insurance valuation, variable annuities, hybrid products, equity-linked life insurance, enlargement of filtration, affine processes, longevity risk, corona crisis, QP-rule