Market-Consistent Actuarial Valuation

Business & Finance, Industries & Professions, Insurance, Nonfiction, Science & Nature, Mathematics, Applied
Cover of the book Market-Consistent Actuarial Valuation by Mario V. Wüthrich, Springer International Publishing
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Author: Mario V. Wüthrich ISBN: 9783319466361
Publisher: Springer International Publishing Publication: October 22, 2016
Imprint: Springer Language: English
Author: Mario V. Wüthrich
ISBN: 9783319466361
Publisher: Springer International Publishing
Publication: October 22, 2016
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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