000 02955nam a22005295i 4500
001 978-3-540-73643-1
003 DE-He213
005 20210420094119.0
007 cr nn 008mamaa
008 100301s2008 gw | s |||| 0|eng d
020 _a9783540736431
_9978-3-540-73643-1
024 7 _a10.1007/978-3-540-73643-1
_2doi
050 4 _aHB135-147
072 7 _aKF
_2bicssc
072 7 _aMAT003000
_2bisacsh
072 7 _aKF
_2thema
082 0 4 _a519
100 1 _aWüthrich, Mario V.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aMarket-Consistent Actuarial Valuation
_h[electronic resource] /
_cby Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer.
250 _a1st ed. 2008.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2008.
300 _aVIII, 120 p. 13 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aEAA Series,
_x1869-6929
505 0 _aStochastic discounting -- Valuation portfolio in life insurance -- Financial risks -- Valuation portfolio in non-life insurance -- Selected Topics.
520 _aIt 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. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in the same way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. Topics covered are Stochastic discounting, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency.
650 0 _aEconomics, Mathematical .
650 0 _aFinance.
650 1 4 _aQuantitative Finance.
_0https://scigraph.springernature.com/ontologies/product-market-codes/M13062
650 2 4 _aFinance, general.
_0https://scigraph.springernature.com/ontologies/product-market-codes/600000
700 1 _aBühlmann, Hans.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aFurrer, Hansjörg.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
710 2 _aSpringerLink (Online service)
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9783540841036
776 0 8 _iPrinted edition:
_z9783540736424
830 0 _aEAA Series,
_x1869-6929
856 4 0 _uhttps://s443-doi-org.br.lsproxy.net/10.1007/978-3-540-73643-1
912 _aZDB-2-SMA
912 _aZDB-2-SXMS
942 _2ddc
_cEBK
999 _c381264
_d339826