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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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)
企业作者: SpringerLink (Online service)
格式: 电子 电子书
语言:English
出版: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
版:1st ed. 2008.
丛编:EAA Series,
主题:
在线阅读:https://doi.org/10.1007/978-3-540-73643-1
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书本目录:
  • Stochastic discounting
  • Valuation portfolio in life insurance
  • Financial risks
  • Valuation portfolio in non-life insurance
  • Selected Topics.