Market-Consistent Actuarial Valuation

Buch | Softcover
VIII, 120 Seiten
2007
Springer Berlin (Verlag)
978-3-540-73642-4 (ISBN)

Lese- und Medienproben

Market-Consistent Actuarial Valuation - Mario Valentin Wüthrich, Hans Bühlmann, Hansjörg Furrer
26,70 inkl. MwSt
zur Neuauflage
  • Titel erscheint in neuer Auflage
  • Artikel merken
Zu diesem Artikel existiert eine Nachauflage
It is a challenging task to read the balance sheet of an insurance company.
This derives from the fact that different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods.
Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in the same way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. Topics covered are Stochastic discounting, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency.

Introduction.- Stochastic discounting.- Valuation portfolio in life insurance.- Financial risks.- Valuation portfolio in non-life insurance.- Selected topics.

Sprache englisch
Maße 155 x 235 mm
Gewicht 430 g
Einbandart Paperback
Themenwelt Wirtschaft Allgemeines / Lexika
Schlagworte Life-Insurance • Market-Consistent Actuarial Valuation • Non Life-Insurance • risk theory
ISBN-10 3-540-73642-5 / 3540736425
ISBN-13 978-3-540-73642-4 / 9783540736424
Zustand Neuware
Haben Sie eine Frage zum Produkt?
Mehr entdecken
aus dem Bereich