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Financial modeling, actuarial valuation and solvency in insurance

作者: Mario V Wüthrich; Michael Merz
出版商: Berlin ; New York : Springer, ©2013.
叢書: Springer finance.
版本/格式:   電子書 : 文獻 : 英語所有版本和格式的總覽
資料庫: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  再讀一些...
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類型/形式: Electronic books
資料類型: 文獻, 網際網路資源
文件類型: 網路資源, 電腦資料
所有的作者/貢獻者: Mario V Wüthrich; Michael Merz
ISBN: 9783642313929 3642313922 3642313914 9783642313912
OCLC系統控制編碼: 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.
叢書名: Springer finance.
責任: Mario V. Wüthrich, Michael Merz.

摘要:

This book combines ideas from financial mathematics, actuarial sciences and economic theory to give a fully consistent framework for the analysis of solvency questions.  再讀一些...

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