東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Market-consistent actuarial valuation

SpringerLink (Online service)

Linked to FindBook

Google Book

Amazon

博客來

Market-consistent actuarial valuation

Record Type:	Electronic resources : Monograph/item
Title/Author:	Market-consistent actuarial valuation/ by Mario V. Wuthrich.
Author:	Wuthrich, Mario V.
Published:	Cham :Springer International Publishing : : 2016.,
Description:	xii, 138 p. :ill. (some col.), digital ;24 cm.
[NT 15003449]:	Introduction -- Stochastic discounting -- The valuation portfolio in life insurance -- Financial risks and solvency -- The valuation portfolio in non-life insurance -- References -- Index.
Contained By:	Springer eBooks
Subject:	Life insurance - Mathematics. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-46636-1
ISBN:	9783319466361

Market-consistent actuarial valuation
Wuthrich, Mario V.

Market-consistent actuarial valuation[electronic resource] /by Mario V. Wuthrich. - 3rd ed. - Cham :Springer International Publishing :2016. - xii, 138 p. :ill. (some col.), digital ;24 cm. - EAA series,1869-6929. - EAA series..

Introduction -- Stochastic discounting -- The valuation portfolio in life insurance -- Financial risks and solvency -- The valuation portfolio in non-life insurance -- References -- Index.

This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. 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. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk.

ISBN: 9783319466361

Standard No.: 10.1007/978-3-319-46636-1doiSubjects--Topical Terms:

1244524
Life insurance
--Mathematics.

LC Class. No.: HG8781 / .W87 2016

Dewey Class. No.: 368.320151

Market-consistent actuarial valuation
LDR:02034nmm a2200337 a 4500 001 2053792
003 DE-He213
005 20161022091814.0
006 m d
007 cr nn 008maaau
008 170510s2016 gw s 0 eng d
020 $a 9783319466361 $q (electronic bk.)
020 $a 9783319466354 $q (paper)
024 7 $a 10.1007/978-3-319-46636-1 $2 doi
035 $a 978-3-319-46636-1
040 $a GP $c GP
041 0 $a eng
050 4 $a HG8781 $b .W87 2016
072 7 $a KFFN $2 bicssc
072 7 $a BUS033000 $2 bisacsh
082 0 4 $a 368.320151 $2 23
090 $a HG8781 $b .W973 2016
100 1 $a Wuthrich, Mario V. $3 1244523
245 1 0 $a Market-consistent actuarial valuation $h [electronic resource] / $c by Mario V. Wuthrich.
250 $a 3rd ed.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2016.
300 $a xii, 138 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a EAA series, $x 1869-6929
505 0 $a Introduction -- Stochastic discounting -- The valuation portfolio in life insurance -- Financial risks and solvency -- The valuation portfolio in non-life insurance -- References -- Index.
520 $a This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. 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. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk.
650 0 $a Life insurance $x Mathematics. $3 1244524
650 0 $a Insurance $x Mathematics. $3 574203
650 0 $a Insurance companies $x Valuation. $3 899096
650 0 $a Risk (Insurance) $3 657419
650 1 4 $a Mathematics. $3 515831
650 2 4 $a Actuarial Sciences. $3 1619946
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 891081
650 2 4 $a Insurance. $3 636507
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a EAA series. $3 2057099
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-46636-1
950 $a Mathematics and Statistics (Springer-11649)