Market-Consistent Actuarial Valuation

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....

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Principais autores: Wüthrich, Mario Valentin., Bühlmann, Hans., Furrer, Hansjörg., SpringerLink (Online service)
Formato: Digital
Publicado em:
Assuntos:
Atuaria.
Finanças.
Direito bancário.
Matemática.
Endereço do item:http://dx.doi.org/10.1007/978-3-540-73643-1
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spelling oai:localhost:123456789-1297432023-07-17T15:13:03Z Market-Consistent Actuarial Valuation Wüthrich, Mario Valentin. Bühlmann, Hans. Furrer, Hansjörg. SpringerLink (Online service) Atuaria. Finanças. Direito bancário. Matemática. 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. 0 2022-10-06T07:50:10Z 2022-10-06T07:50:10Z 2008. Digital 658.15 W973m 9783540736431 197709 http://dx.doi.org/10.1007/978-3-540-73643-1 http://dx.doi.org/10.1007/978-3-540-73643-1
institution Acervo SISBI
collection SIGAA
topic Atuaria.
Finanças.
Direito bancário.
Matemática.
spellingShingle Atuaria.
Finanças.
Direito bancário.
Matemática.
Wüthrich, Mario Valentin.
Bühlmann, Hans.
Furrer, Hansjörg.
SpringerLink (Online service)
Market-Consistent Actuarial Valuation
description 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.
format Digital
author Wüthrich, Mario Valentin.
Bühlmann, Hans.
Furrer, Hansjörg.
SpringerLink (Online service)
author_facet Wüthrich, Mario Valentin.
Bühlmann, Hans.
Furrer, Hansjörg.
SpringerLink (Online service)
author_sort Wüthrich, Mario Valentin.
title Market-Consistent Actuarial Valuation
title_short Market-Consistent Actuarial Valuation
title_full Market-Consistent Actuarial Valuation
title_fullStr Market-Consistent Actuarial Valuation
title_full_unstemmed Market-Consistent Actuarial Valuation
title_sort market-consistent actuarial valuation
publishDate 2022
url http://dx.doi.org/10.1007/978-3-540-73643-1
work_keys_str_mv AT wuthrichmariovalentin marketconsistentactuarialvaluation
AT buhlmannhans marketconsistentactuarialvaluation
AT furrerhansjorg marketconsistentactuarialvaluation
AT springerlinkonlineservice marketconsistentactuarialvaluation
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