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＜E-Book＞
Market-Consistent Actuarial Valuation / by Mario V. Wüthrich
(EAA Series. ISSN:18696937)

Edition	3rd ed. 2016.
Publisher	(Cham : Springer International Publishing : Imprint: Springer)
Year	2016
Language	English
Size	XII, 138 p. 10 illus., 9 illus. in color : online resource
Authors	*Wüthrich, Mario V author SpringerLink (Online service)
Subjects	LCSH:Actuarial science LCSH:Social sciences -- Mathematics  All Subject Search LCSH:Statistics  LCSH:Financial services industry FREE:Actuarial Mathematics FREE:Mathematics in Business, Economics and Finance FREE:Statistics in Business, Management, Economics, Finance, Insurance FREE:Financial Services
Notes	This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. Topics covered are stochastic discounting with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk HTTP:URL=https://doi.org/10.1007/978-3-319-46636-1

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