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Risk-adjusted pricing: Risk-neutral, real-world, or does it matter?
pricing: Risk-neutral, real-world, or does it matter? The article talks about market consistent pricing, how ... concept called the risk-adjusted real world pricing, which is a method where a mixture of risk neutral ...- Authors: Seng Siang Goh
- Date: Oct 2013
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Finance & Investments>Economic capital; Life Insurance>Pricing - Life Insurance; Life Insurance>Product development - Life Insurance