Market-Consistent Actuarial Valuation PDF
By:Mario V. Wüthrich
Published on 2016-11-20 by Springer
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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.
This Book was ranked at 12 by Google Books for keyword Valuation.
Book ID of Market-Consistent Actuarial Valuation's Books is _QlTvgAACAAJ, Book which was written byMario V. Wüthrichhave ETAG "0daTNjmzIZM"
Book which was published by Springer since 2016-11-20 have ISBNs, ISBN 13 Code is 9783319466354 and ISBN 10 Code is 3319466356
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