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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Detalhes bibliográficos
Principais autores: Wüthrich, Mario Valentin., Bühlmann, Hans., Furrer, Hansjörg., SpringerLink (Online service)
Formato: Digital
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Endereço do item:http://dx.doi.org/10.1007/978-3-540-73643-1
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