Market-Consistent Actuarial Valuation

• Κύριοι συγγραφείς: Wüthrich, Mario Valentin (Συγγραφέας), Bühlmann, Hans (Συγγραφέας), Furrer, Hansjörg (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Σειρά: EAA Lecture Notes,
• Θέματα: Mathematics.; Finance.; Economics, Mathematical.; Quantitative Finance.; Finance, general.

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....

Πίνακας περιεχομένων:

• Stochastic discounting
• Valuation portfolio in life insurance
• Financial risks
• Valuation portfolio in non-life insurance
• Selected Topics.