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Market-Consistent Actuarial Valuation (Eaa Series) (in English)
Mario V. V. Wüthrich (Author)
·
Springer
· Paperback
Market-Consistent Actuarial Valuation (Eaa Series) (in English) - Mario V. V. Wüthrich
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Origin: United Kingdom
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Synopsis "Market-Consistent Actuarial Valuation (Eaa Series) (in English)"
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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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