Market-Consistent Actuarial Valuation

von

Wüthrich, Mario V.Bühlmann, HansFurrer, Hansjörg

E-BookPDF1 - PDF WatermarkE-Book

120 Seiten

Englisch

Springer Berlin Heidelbergerschienen am26.09.20072008

It is a challenging task to read the balance sheet of an insurance company since 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. This book presents powerful methods to measure liabilities and assets in the same way. It explains the mathematical framework that leads to market-consistent values for insurance liabilities. Coverage includes stochastic discounting, valuation portfolio in life and non-life insurance, asset and liability management, financial risks, insurance technical risks, and solvency.mehr

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KlappentextIt is a challenging task to read the balance sheet of an insurance company since 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. This book presents powerful methods to measure liabilities and assets in the same way. It explains the mathematical framework that leads to market-consistent values for insurance liabilities. Coverage includes stochastic discounting, valuation portfolio in life and non-life insurance, asset and liability management, financial risks, insurance technical risks, and solvency.

Details

Weitere ISBN/GTIN9783540736431

ProduktartE-Book

EinbandartE-Book

FormatPDF

Format Hinweis1 - PDF Watermark

FormatE107

Verlag

Springer Berlin Heidelberg

Erscheinungsjahr2007

Erscheinungsdatum26.09.2007

Auflage2008