Market-Consistent Actuarial Valuation (EAA Series)



Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer, "Market-Consistent Actuarial Valuation (EAA Series)"
Publisher: Springer | 2010 | ISBN 3642148514 | File type: PDF | 157 pages | 2.1 mb

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. 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.

http://depositfiles.com/files/2we5a02vg

http://www.filesonic.com/file/24244919/3642148514.pdf

[Fast Download] Market-Consistent Actuarial Valuation (EAA Series)


Related eBooks:
Guide: Preparation, Compilation, and Review Engagements, 2018
Audit and Accounting Guide: Investment Companies: 2018
Audit and Accounting Guide: Entities With Oil and Gas Producing Activities, 2018
Heterodox views on economics and the economy of the global society
ABA Consumer Guide to Understanding and Protecting Your Credit Rights: A Practical Resource For Main
Intersecting Interregionalism: Regions, Global Governance and the EU
Handbook of Fixed-Income Securities
Fisheries and Aquaculture in the Modern World
Was wird hier eigentlich gespielt?: Strategien im professionellen Umfeld verstehen und entwickeln
Markets for Aircraft and Automotive Parts
Greed, Lust and Gender: A History of Economic Ideas
The Globalization of Advertising: Agencies, Cities and Spaces of Creativity
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.