| 書目名稱 | Financial Modeling, Actuarial Valuation and Solvency in Insurance | | 編輯 | Mario V. Wüthrich,Michael Merz | | 視頻video | http://file.papertrans.cn/344/343127/343127.mp4 | | 概述 | Addressed to practitioners in the financial and actuarial industry as well as more academic researchers.Takes into account all current solvency developments of the financial industry.Core text for ent | | 叢書名稱 | Springer Finance | | 圖書封面 |  | | 描述 | .Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework for the analysis of solvency questions. Merz and Wüthrich combine ideas from financial mathematics (no-arbitrage theory, equivalent martingale measure), actuarial sciences (insurance claims modeling, cash flow valuation) and economic theory (risk aversion, probability distortion) to provide a fully consistent framework. Within this framework they then study solvency questions in incomplete markets, analyze hedging risks, and study asset-and-liability management questions, as well as issues like the limited liability options, dividend to shareholder questions, the role of re-insurance, etc. .This work embeds the solvency discussion (and long-term liabilities) into a scientific framework and is intended for researchers as well as practitioners in the financial and actuarial industry, especially | | 出版日期 | Book 2013 | | 關鍵詞 | 62P05, 91G30; actuarial valuation; incomplete markets; quantitative risk management; risk measures; solve | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-31392-9 | | isbn_softcover | 978-3-642-43296-5 | | isbn_ebook | 978-3-642-31392-9Series ISSN 1616-0533 Series E-ISSN 2195-0687 | | issn_series | 1616-0533 | | copyright | Springer-Verlag Berlin Heidelberg 2013 |
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