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Market-Consistent Actuarial Valuation / by Mario V. Wüthrich
(EAA Series. ISSN:18696937)
版 | 3rd ed. 2016. |
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出版者 | (Cham : Springer International Publishing : Imprint: Springer) |
出版年 | 2016 |
本文言語 | 英語 |
大きさ | XII, 138 p. 10 illus., 9 illus. in color : online resource |
著者標目 | *Wüthrich, Mario V author SpringerLink (Online service) |
件 名 | LCSH:Actuarial science LCSH:Social sciences -- Mathematics 全ての件名で検索 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 |
一般注記 | 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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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783319466361 |
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EB00228410 |
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データ種別 | 電子ブック |
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分 類 | LCC:HG8779-8793 DC23:368.01 |
書誌ID | 4000120307 |
ISBN | 9783319466361 |
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