| 书目名称 | Market-Consistent Actuarial Valuation |
| 编辑 | Mario V. Wüthrich |
| 视频video | |
| 概述 | Introduces and explains market-consistent actuarial valuation, a key tool for solvency analysis.Explores the basis of modern solvency analysis in insurance.Examines solvency questions for applied exam |
| 丛书名称 | EAA Series |
| 图书封面 |  |
| 描述 | 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.. |
| 出版日期 | Textbook 2016Latest edition |
| 关键词 | Market-consistent actuarial valuation; valuation portfolio; solvency; stochastic discounting; best-estim |
| 版次 | 3 |
| doi | https://doi.org/10.1007/978-3-319-46636-1 |
| isbn_softcover | 978-3-319-46635-4 |
| isbn_ebook | 978-3-319-46636-1Series ISSN 1869-6929 Series E-ISSN 1869-6937 |
| issn_series | 1869-6929 |
| copyright | Springer International Publishing AG 2016 |
发表于 2025-3-21 16:06:20
