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....
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edizione: | 2nd ed. 2010. |
| Serie: | EAA Series
|
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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, 9783642148514 • Market-Consistent Actuarial Valuation, Texte imprimé, 9783642148538 |
Sommario:
- Stochastic discounting Valuation portfolio in life insurance Financial risks Valuation portfolio in non-life insurance Selected Topics.