Omslagsbild

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....

Full beskrivning

Sparad:
Bibliografiska uppgifter
Huvudupphovsmän: Wüthrich, Mario V. (Författare, medförfattare, 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)
Institutionell upphovsman: SpringerLink (Online service)
Materialtyp: Elektronisk E-bok
Språk:English
Publicerad: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Upplaga:1st ed. 2008.
Serie:EAA Series,
Ämnen:
Economics, Mathematical .
Finance.
Quantitative Finance.
Finance, general.
Länkar:https://doi.org/10.1007/978-3-540-73643-1
Taggar: Lägg till en tagg
Inga taggar, Lägg till första taggen!
Innehållsförteckning:
  • Stochastic discounting
  • Valuation portfolio in life insurance
  • Financial risks
  • Valuation portfolio in non-life insurance
  • Selected Topics.

Liknande verk