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

More books from Springer International Publishing

Cover of the book The Geometric Hopf Invariant and Surgery Theory by Mario V. Wüthrich
Cover of the book Emotion, Affect and Personality in Speech by Mario V. Wüthrich
Cover of the book Sustainability Science: Field Methods and Exercises by Mario V. Wüthrich
Cover of the book IR Theory, Historical Analogy, and Major Power War by Mario V. Wüthrich
Cover of the book Modeling and Using Context by Mario V. Wüthrich
Cover of the book The Immunology of Cardiovascular Homeostasis and Pathology by Mario V. Wüthrich
Cover of the book The Palgrave Handbook of Global Approaches to Peace by Mario V. Wüthrich
Cover of the book Underwater Seascapes by Mario V. Wüthrich
Cover of the book Transfusion Management of the Obstetrical Patient by Mario V. Wüthrich
Cover of the book Advanced Technologies, Systems, and Applications by Mario V. Wüthrich
Cover of the book British Terrorist Novels of the 1970s by Mario V. Wüthrich
Cover of the book Origin and Evolution of the Cape Mountains and Karoo Basin by Mario V. Wüthrich
Cover of the book Software Engineering and Formal Methods by Mario V. Wüthrich
Cover of the book Functional Molecular Silicon Compounds I by Mario V. Wüthrich
Cover of the book Electronic Voting by Mario V. Wüthrich
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy