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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....
| Call Number: | Libro Electrónico |
|---|---|
| Main Authors: | , , |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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| Edition: | 1st ed. 2008. |
| Series: | EAA Series,
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| Subjects: | |
| Online Access: | Texto Completo |
Table of Contents:
- Stochastic discounting
- Valuation portfolio in life insurance
- Financial risks
- Valuation portfolio in non-life insurance
- Selected Topics.