Market-Consistent Actuarial Valuation (2008) (EAA Series)
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- Synopsis
- It is a challenging task to read the balance sheet of an insurance company since different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods. This book presents powerful methods to measure liabilities and assets in the same way. It explains the mathematical framework that leads to market-consistent values for insurance liabilities. Coverage includes stochastic discounting, valuation portfolio in life and non-life insurance, asset and liability management, financial risks, insurance technical risks, and solvency.
- Copyright:
- 2008
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783540736431
- Related ISBNs:
- 9783540736424
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 07/18/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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