Market-Consistent Actuarial Valuation [electronic resource] / by Mario V. Wüthrich.

By:

Wüthrich, Mario V [author.]

Contributor(s):

SpringerLink (Online service)

Material type: Text

TextSeries: EAA SeriesPublisher: Cham : Springer International Publishing : Imprint: Springer, 2016Edition: 3rd ed. 2016Description: XII, 138 p. 10 illus., 9 illus. in color. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9783319466361

Subject(s):

Additional physical formats: Printed edition:: No title; Printed edition:: No titleDDC classification:

368.01

LOC classification:

HG8779-8793

Online resources:

Click here to access online

In: Springer Nature eBookSummary: 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.

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Item type	Home library	Collection	Call number	Status	Date due	Barcode	Item holds
E-Book	Biblioteca Digital	Colección SPRINGER	368.01 (Browse shelf(Opens below))	Not For Loan

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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.

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