國立虎尾科技大學 |

Market-valuation methods in life and pension insurance /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Market-valuation methods in life and pension insurance // Thomas Moller, Mogens Steffensen.
其他題名:	Market-Valuation Methods in Life & Pension Insurance
作者:	Møller, Thomas,
其他作者:	Steffensen, Mogens,
面頁冊數:	1 online resource (xiv, 279 pages) :digital, PDF file(s). :
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Insurance - Mathematics. -
電子資源:	https://doi.org/10.1017/CBO9780511543289
ISBN:	9780511543289 (ebook)

Market-valuation methods in life and pension insurance /
Møller, Thomas,1972-

Market-valuation methods in life and pension insurance /Market-Valuation Methods in Life & Pension InsuranceThomas Moller, Mogens Steffensen. - 1 online resource (xiv, 279 pages) :digital, PDF file(s). - International series on actuarial science. - International series on actuarial science..

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

In classical life insurance mathematics the obligations of the insurance company towards the policy holders were calculated on artificial conservative assumptions on mortality and interest rates. However, this approach is being superseded by developments in international accounting and solvency standards coupled with other advances enabling a market-based valuation of risk, i.e., its price if traded in a free market. The book describes these approaches, and is the first to explain them in conjunction with more traditional methods. The various chapters address specific aspects of market-based valuation. The exposition integrates methods and results from financial and insurance mathematics, and is based on the entries in a life insurance company's market accounting scheme. The book will be of great interest and use to students and practitioners who need an introduction to this area, and who seek a practical yet sound guide to life insurance accounting and product development.

ISBN: 9780511543289 (ebook)Subjects--Topical Terms:

677375
Insurance
--Mathematics.

LC Class. No.: HG8781 / .M645 2007

Dewey Class. No.: 368.01

Market-valuation methods in life and pension insurance /
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