Financial Modeling, Actuarial Valuation and Solvency in 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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Wüthrich, Mario V. (Autor), Merz, Michael (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:Springer Finance,
Temas:
Social sciences > Mathematics.
Actuarial science.
Statistics .
Mathematics in Business, Economics and Finance.
Actuarial Mathematics.
Statistics in Business, Management, Economics, Finance, Insurance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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