Market-Consistent Actuarial Valuation

• Κύριος συγγραφέας: Wüthrich, Mario V. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Έκδοση: 3rd ed. 2016.
• Σειρά: EAA Series,
• Θέματα: Mathematics.; Insurance.; Economics, Mathematical.; Actuarial science.; Statistics.; Actuarial Sciences.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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 deflat...