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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....

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Wüthrich, Mario V. (Auteur), Bühlmann, Hans (Auteur), Furrer, Hansjörg (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Édition:1st ed. 2008.
Collection:EAA Series,
Sujets:
Accès en ligne:Texto Completo
Table des matières:
  • Stochastic discounting
  • Valuation portfolio in life insurance
  • Financial risks
  • Valuation portfolio in non-life insurance
  • Selected Topics.