EAA Series

Market-Consistent Actuarial Valuation

Authors: Wüthrich, Mario V., Bühlmann, Hans, Furrer, Hansjörg

  • First title on a very hot topic in insurance
  • First title of the new EAA Lecture Notes series
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eBook 19,99 €
price for France (gross)
  • ISBN 978-3-540-73643-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
About this Textbook

It is a challenging task to read the balance sheet of an insurance company.

This derives from the fact that 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.

Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in the same way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. Topics covered are Stochastic discounting, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency.

Table of contents (6 chapters)

Buy this book

eBook 19,99 €
price for France (gross)
  • ISBN 978-3-540-73643-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
Market-Consistent Actuarial Valuation
Authors
Series Title
EAA Series
Copyright
2008
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-73643-1
DOI
10.1007/978-3-540-73643-1
Series ISSN
1869-6929
Edition Number
1
Number of Pages
VIII, 120
Number of Illustrations and Tables
13 b/w illustrations
Topics