Delectable 发表于 2025-3-23 13:26:05

http://reply.papertrans.cn/63/6243/624253/624253_11.png

hankering 发表于 2025-3-23 16:06:22

http://reply.papertrans.cn/63/6243/624253/624253_12.png

CURB 发表于 2025-3-23 18:25:17

Market-Consistent Actuarial Valuation978-3-642-14852-1Series ISSN 1869-6929 Series E-ISSN 1869-6937

Myelin 发表于 2025-3-24 02:12:36

http://reply.papertrans.cn/63/6243/624253/624253_14.png

magenta 发表于 2025-3-24 02:40:16

http://reply.papertrans.cn/63/6243/624253/624253_15.png

闲聊 发表于 2025-3-24 09:04:04

EAA Serieshttp://image.papertrans.cn/m/image/624253.jpg

EXCEL 发表于 2025-3-24 12:36:37

Introduction,sion why we are interested in solvency. The general agreement then is that the balance sheet of an insurance company should be measured in a consistent way. This in particular motivates the development of a market-consistent valuation approach for insurance liabilities.

BRAND 发表于 2025-3-24 18:17:56

Selected Topics,We conclude these lecture notes with selected topics and remarks. These selected topics give several ideas for further developments and research that go beyond the presentation of the previous chapters. For example, we treat the claims development result, profit sharing and legal quotes.

压倒性胜利 发表于 2025-3-24 19:05:25

Stochastic discounting,d on equivalent martingale measures, economists use the notion of state price density processes and actuaries use the terminology of deflators under the real world probability measure. In Chapter 2 we describe these concepts and we give explicit examples.

用树皮 发表于 2025-3-25 00:16:11

http://reply.papertrans.cn/63/6243/624253/624253_20.png
页: 1 [2] 3 4
查看完整版本: Titlebook: Market-Consistent Actuarial Valuation; Mario V. Wüthrich,Hans Bühlmann,Hansjörg Furrer Textbook 20102nd edition Springer-Verlag Berlin Hei