Market Consistent Embedded Value

Market Consistent Embedded Value is a valuation methodology that belongs to the class of embedded value techniques and is distinguished by its use of market-based assumptions and risk adjustments to estimate the present value of future profits from in-force insurance contracts, ensuring consistency with observed market prices and risk-neutral pricing principles.

6

Publications

1.9K

Citations

19

Authors

18

Institutions

Publications per year

2017–2026

0

Variants

Mcev

Authors

19

  1. AR
    Andreas Reuß

    Helmholtz-Institute Ulm, Germany

    1 publications · 27 citations

    1

    h-index

  2. MB
    Michael B. Ward

    Iowa State University, United States

    1 publications · 21 citations

    1

    h-index

  3. AD
    Abhi Desai

    Deloitte (United States), United States

    1 publications · 21 citations

    1

    h-index

  4. FJ
    F. J. P. Willis

    Trinity House, United Kingdom

    1 publications · 21 citations

    1

    h-index

  5. GC
    Gilberto Castellani

    Sapienza University of Rome, Italy

    1 publications · 14 citations

    1

    h-index

1–5 of 19

Venues

  1. 2

    h-index

  2. The Sociological Review

    1 publications · 1.8K citations

    1

    h-index

  3. British Actuarial Journal

    1 publications · 21 citations

    1

    h-index

  4. The Journal of Risk Finance

    1 publications · 27 citations

    1

    h-index

  5. SSRN Electronic Journal

    Repository · 1 publications · 14 citations

    1

    h-index

1–5