Financial modeling, actuarial valuation and solvency in insurance
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 Solve...
Gorde:
| Egile Nagusiak: | , |
|---|---|
| Formatua: | Livre numérique |
| Hizkuntza: | Anglais |
| Argitaratua: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| Saila: | Springer Finance
|
| Sarrera elektronikoa: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Oharra: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Financial Modeling, Actuarial Valuation and Solvency in Insurance, by Mario V. Wüthrich, Michael Merz, 2013, Heidelberg, Springer-Verlag, 1 vol. (XIV-432 p.), Springer Finance, 978-3-642-31391-2 • Financial Modeling, Actuarial Valuation and Solvency in Insurance, by Mario V. Wüthrich, Michael Merz, 2013, Heidelberg, Springer-Verlag, 1 vol. (XIV-432 p.), Springer Finance, 978-3-642-31391-2 |
Aurkibidea:
- 1.Introduction Part I: Financial Valuation Principles 2.State price deflators and stochastic discounting 3.spot rate models 4.Stochastic forward rate and yield curve modeling 5.Pricing of financial assets Part II: Actuarial Valuation and Solvency 6.Actuarial and financial modeling 7.Valuation portfolio 8.Protected valuation portfolio 9.Solvency 10.Selected topics and examples Part III: Appendix 11.Auxiliary considerations References Index