Erschienen: 01.11.2016 Abbildung von Wüthrich | Market-Consistent Actuarial Valuation | 3rd ed. 2016 | 2016


Market-Consistent Actuarial Valuation

3rd ed. 2016 2016. Buch. x, 137 S. 1 s/w-Abbildung, 9 Farbabbildungen, 1 Farbtabelle, Bibliographien. Softcover

ISBN 978-3-319-46635-4

Format (B x L): 15,5 x 23,5 cm

Gewicht: 290 g

In englischer Sprache

Das Werk ist Teil der Reihe: EAA Series


This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. Topics covered are stochastic discounting with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk.


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