Financial Modeling, Actuarial Valuation and Solvency in Insurance

Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solve...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Wüthrich, Mario V. (Συγγραφέας), Merz, Michael (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Σειρά:Springer Finance,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 1.Introduction
  • Part I: Financial Valuation Principles
  • 2.State price deflators and stochastic discounting
  • 3.spot rate models
  • 4.Stochastic forward rate and yield curve modeling
  • 5.Pricing of financial assets
  • Part II: Actuarial Valuation and Solvency
  • 6.Actuarial and financial modeling
  • 7.Valuation portfolio
  • 8.Protected valuation portfolio
  • 9.Solvency
  • 10.Selected topics and examples
  • Part III: Appendix
  • 11.Auxiliary considerations
  • References
  • Index.