Handbook of solvency for actuaries and risk managers : theory and practice /
Reflecting the author's wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Boca Raton, FL :
CRC Press,
©2011.
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Colección: | Chapman & Hall/CRC finance series.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | Reflecting the author's wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II project. The first three sections of the book examine the solvency concept, historical development, and the role of solvency in an enterprise risk management approach. The text provides a general discussion on valuation, investment, and capital, along with modeling and measuring. It also covers depen. |
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Descripción Física: | 1 online resource (lviii, 1055 pages) : illustrations |
Bibliografía: | Includes bibliographical references and index. |
ISBN: | 9781439821329 1439821321 9781322615936 1322615934 0429062702 9780429062704 |