omitir hasta el contenido
Financial modeling, actuarial valuation and solvency in insurance Ver este material de antemano
CerrarVer este material de antemano
Chequeando…

Financial modeling, actuarial valuation and solvency in insurance

Autor: Mario V Wüthrich; Michael Merz
Editorial: Berlin ; New York : Springer, ©2013.
Serie: Springer finance.
Edición/Formato:   Libro-e : Documento : Inglés (eng)Ver todas las ediciones y todos los formatos
Base de datos:WorldCat
Resumen:
Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework for the analysis of  Leer más
Calificación:

(todavía no calificado) 0 con reseñas - Ser el primero.

Temas
Más materiales como éste

 

Encontrar un ejemplar en línea

Enlaces a este material

Encontrar un ejemplar en la biblioteca

&AllPage.SpinnerRetrieving; Encontrando bibliotecas que tienen este material…

Detalles

Género/Forma: Electronic books
Tipo de material: Documento, Recurso en Internet
Tipo de documento: Recurso en Internet, Archivo de computadora
Todos autores / colaboradores: Mario V Wüthrich; Michael Merz
ISBN: 9783642313929 3642313922
Número OCLC: 839671313
Descripción: 1 online resource.
Contenido: Financial Valuation Principles. State Price Deflators and Stochastic Discounting --
Spot Rate Models --
Stochastic Forward Rate and Yield Curve Modeling --
Pricing of Financial Assets --
Actuarial Valuation and Solvency. Actuarial and Financial Modeling --
Valuation Portfolio --
Protected Valuation Portfolio --
Solvency --
Selected Topics and Examples --
Appendix. Auxiliary Considerations.
Título de la serie: Springer finance.
Responsabilidad: Mario V. Wüthrich, Michael Merz.
Más información:

Resumen:

This book combines ideas from financial mathematics, actuarial sciences and economic theory to give a fully consistent framework for the analysis of solvency questions.  Leer más

Reseñas

Reseñas editoriales

Resumen de la editorial

From the reviews: "The purpose of this book is to introduce sound risk measurement practices which form bases of good risk management policies and solvency regulation. ... I warmly recommend this Leer más

 
Reseñas contribuidas por usuarios
Recuperando reseñas de GoodReads…
Recuperando reseñas de DOGObooks…

Etiquetas

Ser el primero.
Confirmar este pedido

Ya ha pedido este material. Escoja OK si desea procesar el pedido de todos modos.

Datos enlazados


<http://www.worldcat.org/oclc/839671313>
library:oclcnum"839671313"
library:placeOfPublication
library:placeOfPublication
library:placeOfPublication
owl:sameAs<info:oclcnum/839671313>
rdf:typeschema:Book
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:bookFormatschema:EBook
schema:contributor
schema:copyrightYear"2013"
schema:creator
schema:datePublished"2013"
schema:description"Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework for the analysis of solvency questions. Merz and Wüthrich combine ideas from financial mathematics (no-arbitrage theory, equivalent martingale measure), actuarial sciences (insurance claims modeling, cash"
schema:exampleOfWork<http://worldcat.org/entity/work/id/1130466476>
schema:genre"Electronic books."
schema:inLanguage"en"
schema:name"Financial modeling, actuarial valuation and solvency in insurance"
schema:publisher
schema:url<http://dx.doi.org/10.1007/978-3-642-31392-9>
schema:url<http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=565995>
schema:url<http://site.ebrary.com/id/10685060>
schema:url
schema:url<http://oclc-marc.ebrary.com/Doc?id=10685060>
schema:workExample

Content-negotiable representations

Cerrar ventana

Inicie una sesión con WorldCat 

¿No tienes una cuenta? Puede fácilmente crear una cuenta gratuita.