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Market-Consistent Actuarial Valuation

Produktform: E-Buch Text Elektronisches Buch in proprietärem

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.weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Elektronisches Format: PDF

Sprache(n): Englisch

ISBN: 978-3-319-46636-1 / 978-3319466361 / 9783319466361

Verlag: Springer International Publishing

Erscheinungsdatum: 22.10.2016

Seiten: 138

Auflage: 3

Autor(en): Mario V. Wüthrich

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