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02660nam a22004935i 4500 |
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978-3-642-14852-1 |
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DE-He213 |
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20151204163315.0 |
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cr nn 008mamaa |
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100907s2010 gw | s |||| 0|eng d |
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|a 9783642148521
|9 978-3-642-14852-1
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|a 10.1007/978-3-642-14852-1
|2 doi
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|d GrThAP
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|a HB135-147
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|a KF
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|a MAT003000
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|a BUS027000
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|a 519
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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, Hans Bühlmann, Hansjörg Furrer.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg,
|c 2010.
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| 300 |
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|a XI, 157 p. 13 illus.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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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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|a Stochastic discounting -- Valuation portfolio in life insurance -- Financial risks -- Valuation portfolio in non-life insurance -- Selected Topics.
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|a 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. However, there is a general agreement that the balance sheet of an insurance company should be measured in a consistent way. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in a consistent way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. 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.
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| 650 |
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|a Mathematics.
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| 650 |
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|a Finance.
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| 650 |
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|a Economics, Mathematical.
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| 650 |
1 |
4 |
|a Mathematics.
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| 650 |
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|a Quantitative Finance.
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| 650 |
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|a Finance, general.
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| 700 |
1 |
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|a Bühlmann, Hans.
|e author.
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| 700 |
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|a Furrer, Hansjörg.
|e author.
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| 710 |
2 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783642148514
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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/10.1007/978-3-642-14852-1
|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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