Overview
- First title on a very hot topic in insurance
- First title of the new EAA Lecture Notes series
- Includes supplementary material: sn.pub/extras
Part of the book series: EAA Series (EAAS)
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Table of contents (6 chapters)
Keywords
About this book
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.
Authors and Affiliations
Bibliographic Information
Book Title: Market-Consistent Actuarial Valuation
Authors: Mario Valentin Wüthrich, Hans Bühlmann, Hansjörg Furrer
Series Title: EAA Series
DOI: https://doi.org/10.1007/978-3-540-73643-1
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
eBook ISBN: 978-3-540-73643-1Published: 26 September 2007
Series ISSN: 1869-6929
Series E-ISSN: 1869-6937
Edition Number: 1
Number of Pages: VIII, 120
Number of Illustrations: 13 b/w illustrations
Topics: Quantitative Finance, Finance, general