Market-consistent actuarial valuation / Mario V. Wüthrich.
Wüthrich, Mario V., author.
2016
HG8781 .W87 2016eb
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Title Market-consistent actuarial valuation / Mario V. Wüthrich.
Author Wüthrich, Mario V., author.
Edition Third edition.
ISBN 9783319466361 (electronic book)
3319466364 (electronic book)
9783319466354
DOI https://doi.org/10.1007/978-3-319-46636-1
Published Cham, Switzerland : Springer, 2016.
Language English
Description 1 online resource (xii, 138 pages) : illustrations.
Item Number 10.1007/978-3-319-46636-1 doi
Call Number HG8781 .W87 2016eb
Dewey Decimal Classification 368.32015/1
Summary This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. 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. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk.
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Source of Description Online resource; title from PDF title page (SpringerLink, viewed October 31, 2016).
Series EAA Series.
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
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Introduction
Stochastic discounting
The valuation portfolio in life insurance
Financial risks and solvency
The valuation portfolio in non-life insurance
References
Index.

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