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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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Main Authors: Wüthrich, Mario V. (Author, http://id.loc.gov/vocabulary/relators/aut), Bühlmann, Hans. (http://id.loc.gov/vocabulary/relators/aut), Furrer, Hansjörg. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edition:1st ed. 2008.
Series:EAA Series,
Subjects:
Economics, Mathematical .
Finance.
Quantitative Finance.
Finance, general.
Online Access:https://doi.org/10.1007/978-3-540-73643-1
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100 1 |a Wüthrich, Mario V.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Market-Consistent Actuarial Valuation  |h [electronic resource] /  |c by Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer. 
250 |a 1st ed. 2008. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2008. 
300 |a VIII, 120 p. 13 illus.  |b online resource. 
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490 1 |a EAA Series,  |x 1869-6929 
505 0 |a Stochastic discounting -- Valuation portfolio in life insurance -- Financial risks -- Valuation portfolio in non-life insurance -- Selected Topics. 
520 |a 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. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in the same 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, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency. 
650 0 |a Economics, Mathematical . 
650 0 |a Finance. 
650 1 4 |a Quantitative Finance.  |0 https://scigraph.springernature.com/ontologies/product-market-codes/M13062 
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700 1 |a Furrer, Hansjörg.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
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950 |a Mathematics and Statistics (SpringerNature-11649) 
950 |a Mathematics and Statistics (R0) (SpringerNature-43713) 

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