Text

Market-Consistent Actuarial Valuation

---

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.

---

Availability

No copy data

Detail Information

Series Title

-

Call Number

-

Publisher

Cham : Springer Cham., 2016

Collation

-

Language

ISBN/ISSN

978-3-319-46636-1

Classification

NONE

Content Type

-

Media Type

-

Carrier Type

-

Edition

-

Subject(s)

-

Specific Detail Info

-

Statement of Responsibility

Mario V. Wüthrich

Other Information

Cataloger

Kholif Basri

Source

https://link.springer.com/book/10.1007/978-3-319-46636-1

Validator

-

Other version/related

File Attachment

Comments

---

You must be logged in to post a comment