E-Book, Englisch, 128 Seiten, eBook
Reihe: EAA Series
Wüthrich / Bühlmann / Furrer Market-Consistent Actuarial Valuation
2008
ISBN: 978-3-540-73643-1
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 128 Seiten, eBook
Reihe: EAA Series
ISBN: 978-3-540-73643-1
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
It is a challenging task to read the balance sheet of an insurance company since 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. This book presents powerful methods to measure liabilities and assets in the same way. It explains the mathematical framework that leads to market-consistent values for insurance liabilities. Coverage includes stochastic discounting, valuation portfolio in life and non-life insurance, asset and liability management, financial risks, insurance technical risks, and solvency.
Zielgruppe
Graduate
Autoren/Hrsg.
Weitere Infos & Material
Stochastic discounting.- Valuation portfolio in life insurance.- Financial risks.- Valuation portfolio in non-life insurance.- Selected Topics.
