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02527nam a22005055i 4500 |
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978-3-319-46636-1 |
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DE-He213 |
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20171024211647.0 |
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cr nn 008mamaa |
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161022s2016 gw | s |||| 0|eng d |
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|a 9783319466361
|9 978-3-319-46636-1
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|a 10.1007/978-3-319-46636-1
|2 doi
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|d GrThAP
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|a HG8779-8793
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|a KFFN
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|a BUS033000
|2 bisacsh
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|a 368.01
|2 23
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|a Wüthrich, Mario V.
|e author.
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|a Market-Consistent Actuarial Valuation
|h [electronic resource] /
|c by Mario V. Wüthrich.
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| 250 |
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|a 3rd ed. 2016.
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| 264 |
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1 |
|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2016.
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| 300 |
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|a XII, 138 p. 10 illus., 9 illus. in color.
|b online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 347 |
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|a text file
|b PDF
|2 rda
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|a EAA Series,
|x 1869-6929
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| 520 |
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|a This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. Topics covered are stochastic discounting with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk.
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| 650 |
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|a Mathematics.
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| 650 |
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|a Insurance.
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| 650 |
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|a Economics, Mathematical.
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| 650 |
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|a Actuarial science.
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| 650 |
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0 |
|a Statistics.
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| 650 |
1 |
4 |
|a Mathematics.
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| 650 |
2 |
4 |
|a Actuarial Sciences.
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| 650 |
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4 |
|a Quantitative Finance.
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| 650 |
2 |
4 |
|a Statistics for Business/Economics/Mathematical Finance/Insurance.
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| 650 |
2 |
4 |
|a Insurance.
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
0 |
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|t Springer eBooks
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| 776 |
0 |
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|i Printed edition:
|z 9783319466354
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| 830 |
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|a EAA Series,
|x 1869-6929
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| 856 |
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|u http://dx.doi.org/10.1007/978-3-319-46636-1
|z Full Text via HEAL-Link
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| 912 |
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|a ZDB-2-SMA
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| 950 |
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|a Mathematics and Statistics (Springer-11649)
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