Market-Consistent Actuarial Valuation

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....

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Bibliographic Details
Main Authors: Wüthrich, Mario Valentin (Author), Bühlmann, Hans (Author), Furrer, Hansjörg (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
Series:EAA Lecture Notes,
Subjects:
Online Access:Full Text via HEAL-Link
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by Wüthrich, Mario V.
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by WΓΌthrich, Mario V
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