Market-Consistent Actuarial Valuation
(Sprache: Englisch)
It is a challenging task to read the balance sheet of an insurance company.This derives from the fact that different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often...
Leider schon ausverkauft
versandkostenfrei
Buch
26.70 €
13 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
Produktdetails
Produktinformationen zu „Market-Consistent Actuarial Valuation “
It is a challenging task to read the balance sheet of an insurance company.
This derives from the fact that 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.
Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in the same way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. Topics covered are Stochastic discounting, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency. TOC:Introduction.- Stochastic discounting.- Valuation portfolio in life insurance.- Financial risks.- Valuation portfolio in non-life insurance.- Selected topics.
Klappentext zu „Market-Consistent Actuarial Valuation “
It is a challenging task to read the balance sheet of an insurance company.This derives from the fact that 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.
Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in the same way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. Topics covered are Stochastic discounting, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency.
Inhaltsverzeichnis zu „Market-Consistent Actuarial Valuation “
Introduction.- Stochastic discounting.- Valuation portfolio in life insurance.- Financial risks.- Valuation portfolio in non-life insurance.- Selected topics.
Autoren-Porträt von Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer
Hans Bühlmann is professor emeritus of ETH Zürich, where he taught mathematics for more than thirty years. He has held visiting appointments at UC Berkeley, University of Michigan, UL Bruxelles, University of Tokyo, University of Manitoba, Università La Sapienza in Rome, Scuola Normale Superiore Pisa. His interest in actuarial science dates back to his first employment after his doctorate, when he worked in the insurance industry.
Bibliographische Angaben
- Autoren: Mario V. Wüthrich , Hans Bühlmann , Hansjörg Furrer
- 2007, VIII, 120 Seiten, 13 Schwarz-Weiß-Abbildungen, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, Berlin
- ISBN-10: 3540736425
- ISBN-13: 9783540736424
Sprache:
Englisch
Kommentar zu "Market-Consistent Actuarial Valuation"
0 Gebrauchte Artikel zu „Market-Consistent Actuarial Valuation“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Market-Consistent Actuarial Valuation".
Kommentar verfassen