| 000 | 02626nam a22004935i 4500 | ||
|---|---|---|---|
| 001 | 978-3-642-14852-1 | ||
| 003 | DE-He213 | ||
| 005 | 20140220084543.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100907s2010 gw | s |||| 0|eng d | ||
| 020 |
_a9783642148521 _9978-3-642-14852-1 |
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| 024 | 7 |
_a10.1007/978-3-642-14852-1 _2doi |
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| 050 | 4 | _aHB135-147 | |
| 072 | 7 |
_aKF _2bicssc |
|
| 072 | 7 |
_aMAT003000 _2bisacsh |
|
| 072 | 7 |
_aBUS027000 _2bisacsh |
|
| 082 | 0 | 4 |
_a519 _223 |
| 100 | 1 |
_aWüthrich, Mario V. _eauthor. |
|
| 245 | 1 | 0 |
_aMarket-Consistent Actuarial Valuation _h[electronic resource] / _cby Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2010. |
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| 300 |
_aXI, 157p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aEAA Series, _x1869-6929 |
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| 505 | 0 | _aStochastic discounting -- Valuation portfolio in life insurance -- Financial risks -- Valuation portfolio in non-life insurance -- Selected Topics. | |
| 520 | _aIt 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. | ||
| 650 | 0 | _aMathematics. | |
| 650 | 0 | _aFinance. | |
| 650 | 0 | _aBanks and banking. | |
| 650 | 1 | 4 | _aMathematics. |
| 650 | 2 | 4 | _aQuantitative Finance. |
| 650 | 2 | 4 | _aFinance /Banking. |
| 700 | 1 |
_aBühlmann, Hans. _eauthor. |
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| 700 | 1 |
_aFurrer, Hansjörg. _eauthor. |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783642148514 |
| 830 | 0 |
_aEAA Series, _x1869-6929 |
|
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-14852-1 |
| 912 | _aZDB-2-SMA | ||
| 999 |
_c112546 _d112546 |
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