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＜電子ブック＞
Market-Consistent Actuarial Valuation / by Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer
(EAA Series. ISSN:18696937)

版	2nd ed. 2010.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	2010
大きさ	XI, 157 p. 13 illus : online resource
著者標目	*Wüthrich, Mario V author Bühlmann, Hans author Furrer, Hansjörg author SpringerLink (Online service)
件　名	LCSH:Social sciences—Mathematics LCSH:Finance FREE:Mathematics in Business, Economics and Finance FREE:Financial Economics
一般注記	Stochastic discounting -- Valuation portfolio in life insurance -- Financial risks -- Valuation portfolio in non-life insurance -- Selected Topics 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. However, there is a general agreement that the balance sheet of an insurance company should be measured in a consistent way. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in a consistent way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. 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 HTTP:URL=https://doi.org/10.1007/978-3-642-14852-1

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