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Financial modeling, actuarial valuation and solvency in insurance

著者: Mario V Wüthrich; Michael Merz
出版商: Berlin ; New York : Springer, ©2013.
丛书: Springer finance.
版本/格式:   电子图书 : 文献 : 英语查看所有的版本和格式
数据库:WorldCat
提要:
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  再读一些...
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类型/形式: Electronic books
材料类型: 文献, 互联网资源
文件类型: 互联网资源, 计算机文档
所有的著者/提供者: Mario V Wüthrich; Michael Merz
ISBN: 9783642313929 3642313922
OCLC号码: 839671313
描述: 1 online resource.
内容: 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.
丛书名: Springer finance.
责任: 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.  再读一些...

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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 再读一些...

 
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