Financial Modeling, Actuarial Valuation and Solvency in Insurance

• 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: Mathematics.; Economics, Mathematical.; Actuarial science.; Statistics.; Quantitative Finance.; Actuarial Sciences.; Statistics for Business/Economics/Mathematical Finance/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...

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.