Market-Consistent Actuarial Valuation

Market-Consistent Actuarial Valuation

ISBN: 3319466356 | 2016 | EPUB | 152 Pages | 2 MB

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.


[Fast Download] Market-Consistent Actuarial Valuation

Ebooks related to "Market-Consistent Actuarial Valuation" :
Financial Modeling: A Backward Stochastic Differential Equations Perspective
Risk Maturity Models: How to Assess Risk Management Effectiveness
Healthcare Professionalism: Improving Practice through Reflections on Workplace Dilemmas
Almost Hollywood, Nearly New Orleans: The Lure of the Local Film Economy
Computational Aspects of General Equilibrium Theory
The Superstock Investor: Profiting from Wall Street's Best Undervalued Companies
Poverty and Wealth in Judaism, Christianity, and Islam
Exploiting Linkages for Building Technological Capabilities
The End of Alchemy: Money, Banking, and the Future of the Global Economy
Accounting and Financial Management for I.T. Professional
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.