Market-Consistent Actuarial Valuation (EAA Series) - Softcover

Wüthrich, Mario V. V.

 
9783319466354: Market-Consistent Actuarial Valuation (EAA Series)
Softcover
ISBN 10: 3319466356 ISBN 13: 9783319466354
Verlag: Springer, 2016

Inhaltsangabe

This book introduces and explains the concept of Valuation Portfolio. It covers life and non-life insurance as well as financial risk.

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Über die Autorin bzw. den Autor

Mario V. Wüthrich is Professor at the Department of Mathematics at ETH Zurich, Honorary Visiting Professor at City University London, Honorary Professor at University College London and Professor of Swiss Finance Institute. He holds a PhD in Mathematics from ETH Zurich. From 2000 to 2005, he held an actuarial position at Winterthur Insurance and was responsible for claims reserving in non-life insurance, as well as developing and implementing the Swiss Solvency Test. He is a fully qualified actuary SAA and serves on the board of the Swiss Association of Actuaries. He is editor of the ASTIN Bulletin and has (co-)authored several books and numerous articles in the fields of actuarial science, quantitative risk management and financial mathematics.

Von der hinteren Coverseite

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.

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Verlag
Springer
Erscheinungsdatum
2016
Sprache
Englisch
ISBN 10 
3319466356
ISBN 13 
9783319466354
Einband
Tapa blanda
Auflage
3
Anzahl der Seiten
152
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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