Market-Consistent Actuarial Valuation
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....
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| Main Authors: | , , , |
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| Format: | Livre numérique |
| Language: | Anglais |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edition: | 1st ed. 2008. |
| Series: | EAA Series
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| Subjects: | |
| Online Access: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
L'impression du document génère 125 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Market-Consistent Actuarial Valuation, Texte imprimé, 9783540841036 • Market-consistent actuarial valuation, Mario Valentin Wüthrich, Hans Bühlmann, Hansjörg Furrer, 2008, Berlin, Springer, 1 vol. (VIII-120 p.), EAA lecture notes, 978-3-540-73642-4 • Market-Consistent Actuarial Valuation, Texte imprimé, 9783540841036 • Market-consistent actuarial valuation, Mario Valentin Wüthrich, Hans Bühlmann, Hansjörg Furrer, 2008, Berlin, Springer, 1 vol. (VIII-120 p.), EAA lecture notes, 978-3-540-73642-4 |
| Summary: | 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. |
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| Item Description: | L'impression du document génère 125 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliography: | Bibliogr. Index |
| ISBN: | 9783540736431 |
| ISSN: | 1869-6937 |
| Access: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |