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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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Bibliografiske detaljer
Main Authors: Wüthrich, Mario V. (Author, http://id.loc.gov/vocabulary/relators/aut), Bühlmann, Hans. (http://id.loc.gov/vocabulary/relators/aut), Furrer, Hansjörg. (http://id.loc.gov/vocabulary/relators/aut)
Institution som forfatter: SpringerLink (Online service)
Format: Electronisk eBog
Sprog:English
Udgivet: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Udgivelse:1st ed. 2008.
Serier:EAA Series,
Fag:
Economics, Mathematical .
Finance.
Quantitative Finance.
Finance, general.
Online adgang:https://doi.org/10.1007/978-3-540-73643-1
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Indholdsfortegnelse:
  • Stochastic discounting
  • Valuation portfolio in life insurance
  • Financial risks
  • Valuation portfolio in non-life insurance
  • Selected Topics.

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