| 書目名稱 | Market-Consistent Actuarial Valuation |
| 編輯 | Mario Valentin Wüthrich,Hans Bühlmann,Hansj?rg Fur |
| 視頻video | http://file.papertrans.cn/625/624252/624252.mp4 |
| 概述 | First title on a very hot topic in insurance.First title of the new EAA Lecture Notes series.Includes supplementary material: |
| 叢書名稱 | EAA Series |
| 圖書封面 |  |
| 描述 | .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. Topics covered are Stochastic discounting, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency.. |
| 出版日期 | Textbook 20081st edition |
| 關(guān)鍵詞 | Life-Insurance; Market-Consistent Actuarial Valuation; Non Life-Insurance; risk theory; valuation; quanti |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-73643-1 |
| isbn_ebook | 978-3-540-73643-1Series ISSN 1869-6929 Series E-ISSN 1869-6937 |
| issn_series | 1869-6929 |
| copyright | Springer-Verlag Berlin Heidelberg 2008 |
|Archiver|手機版|小黑屋|
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