國立虎尾科技大學 |

登入

回首頁

Market-Consistent Actuarial Valuation

Wüthrich, Mario V.

Market-Consistent Actuarial Valuation

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Market-Consistent Actuarial Valuation/ by Mario V. Wüthrich.
作者:	Wüthrich, Mario V.
面頁冊數:	XII, 138 p. 10 illus., 9 illus. in color.online resource. :
Contained By:	Springer Nature eBook
標題:	Actuarial science. -
電子資源:	https://doi.org/10.1007/978-3-319-46636-1
ISBN:	9783319466361

Market-Consistent Actuarial Valuation
Wüthrich, Mario V.

Market-Consistent Actuarial Valuation[electronic resource] /by Mario V. Wüthrich. - 3rd ed. 2016. - XII, 138 p. 10 illus., 9 illus. in color.online resource. - EAA Series,1869-6929. - EAA Series,.

This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. Topics covered are stochastic discounting with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk.

ISBN: 9783319466361

Standard No.: 10.1007/978-3-319-46636-1doiSubjects--Topical Terms:

943795
Actuarial science.

LC Class. No.: HG8779-8793

Dewey Class. No.: 368.01

Market-Consistent Actuarial Valuation
LDR:02165nam a22003855i 4500 001 972846
003 DE-He213
005 20200701140740.0
007 cr nn 008mamaa
008 201211s2016 gw | s |||| 0|eng d
020 $a 9783319466361 $9 978-3-319-46636-1
024 7 $a 10.1007/978-3-319-46636-1 $2 doi
035 $a 978-3-319-46636-1
050 4 $a HG8779-8793
072 7 $a KFFN $2 bicssc
072 7 $a BUS033000 $2 bisacsh
072 7 $a KFFN $2 thema
082 0 4 $a 368.01 $2 23
100 1 $a Wüthrich, Mario V. $e author. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1267953
245 1 0 $a Market-Consistent Actuarial Valuation $h [electronic resource] / $c by Mario V. Wüthrich.
250 $a 3rd ed. 2016.
264 1 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2016.
300 $a XII, 138 p. 10 illus., 9 illus. in color. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a EAA Series, $x 1869-6929
520 $a This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. Topics covered are stochastic discounting with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk.
650 0 $a Actuarial science. $3 943795
650 0 $a Economics, Mathematical . $3 1253712
650 0 $a Statistics . $3 1253516
650 0 $a Insurance. $3 657865
650 1 4 $a Actuarial Sciences. $3 884190
650 2 4 $a Quantitative Finance. $3 669372
650 2 4 $a Statistics for Business, Management, Economics, Finance, Insurance. $3 1211158
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9783319466354
776 0 8 $i Printed edition: $z 9783319466378
830 0 $a EAA Series, $x 1869-6929 $3 1264386
856 4 0 $u https://doi.org/10.1007/978-3-319-46636-1
912 $a ZDB-2-SMA
912 $a ZDB-2-SXMS
950 $a Mathematics and Statistics (SpringerNature-11649)
950 $a Mathematics and Statistics (R0) (SpringerNature-43713)

筆 0 讀者評論

多媒體

評論

新增評論分享你的心得

Export

取書館別