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Financial modeling, actuarial valuation and solvency in insurance

Auteur: Mario V Wüthrich; Michael Merz
Uitgever: Berlin ; New York : Springer, ©2013.
Serie: Springer finance.
Editie/Formaat:   eBoek : Document : EngelsAlle edities en materiaalsoorten bekijken.
Database:WorldCat
Samenvatting:
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  Meer lezen...
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Genre/Vorm: Electronic books
Genre: Document, Internetbron
Soort document: Internetbron, Computerbestand
Alle auteurs / medewerkers: Mario V Wüthrich; Michael Merz
ISBN: 9783642313929 3642313922
OCLC-nummer: 839671313
Beschrijving: 1 online resource.
Inhoud: 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.
Serietitel: Springer finance.
Verantwoordelijkheid: Mario V. Wüthrich, Michael Merz.
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This book combines ideas from financial mathematics, actuarial sciences and economic theory to give a fully consistent framework for the analysis of solvency questions.  Meer lezen...

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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 Meer lezen...

 
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