Market-consistent actuarial valuation
著者
書誌事項
Market-consistent actuarial valuation
（EAA series : textbook / editors Ch. Hipp ... [et al.]）
Springer, c2010
2nd, rev. and enl. ed
- : pbk
大学図書館所蔵 件 / 全5件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references and index
内容説明・目次
内容説明
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. However, there is a general agreement that the balance sheet of an insurance company should be measured in a consistent way. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in a consistent 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 with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency.
目次
Stochastic discounting.- Valuation portfolio in life insurance.- Financial risks.- Valuation portfolio in non-life insurance.- Selected Topics.
「Nielsen BookData」 より