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Financial modeling, actuarial valuation and solvency in insurance

Autore: Mario V Wüthrich; Michael Merz
Editore: Berlin ; New York : Springer, ©2013.
Serie: Springer finance.
Edizione/Formato:   eBook : Document : EnglishVedi tutte le edizioni e i formati
Banca dati:WorldCat
Sommario:
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  Per saperne di più…
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Genere/forma: Electronic books
Tipo materiale: Document, Risorsa internet
Tipo documento: Internet Resource, Computer File
Tutti gli autori / Collaboratori: Mario V Wüthrich; Michael Merz
ISBN: 9783642313929 3642313922
Numero OCLC: 839671313
Descrizione: 1 online resource.
Contenuti: 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.
Titolo della serie: Springer finance.
Responsabilità: Mario V. Wüthrich, Michael Merz.
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Abstract:

This book combines ideas from financial mathematics, actuarial sciences and economic theory to give a fully consistent framework for the analysis of solvency questions.  Per saperne di più…

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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 Per saperne di più…

 
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