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Market-consistent actuarial valuation

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Market-consistent actuarial valuation

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Market-consistent actuarial valuation/ by Mario V. Wuthrich.
作者:	Wuthrich, Mario V.
出版者:	Cham :Springer International Publishing : : 2016.,
面頁冊數:	xii, 138 p. :ill. (some col.), digital ;24 cm.
內容註:	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
標題:	Life insurance - Mathematics. -
電子資源:	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

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