Paramètres
- 120pages
- 5 heures de lecture
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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."Market-Consistent Actuarial Valuation" presents powerful methods to measure liabilities and assets in the same way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. The topics covered are Stochastic discounting, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency
Achat du livre
EAA Lecture Notes: Market-Consistent Actuarial Valuation, Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer
- Langue
- Année de publication
- 2007
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- (souple)
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- Titre
- EAA Lecture Notes: Market-Consistent Actuarial Valuation
- Langue
- Anglais
- Éditeur
- Springer
- Publié
- 2007
- Format
- souple
- Pages
- 120
- ISBN10
- 3540736425
- ISBN13
- 9783540736424
- Séries
- Mots clés
- Nonfiction, Sciences sociales, Commerce, Affaires & Gestion, Science et Mathématiques, Thématique juridique, Droit, Mathématiques, Gestion & Ressources humaines, Finance, Europe de l'Ouest, Assurance
- Évaluation
- 4 sur 5
- Description
- 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."Market-Consistent Actuarial Valuation" presents powerful methods to measure liabilities and assets in the same way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. The topics covered are Stochastic discounting, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency