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Market-Consistent Actuarial Valuation. 3rd ed. 2016
・ISBN 978-3-319-46635-4 paper EUR 44.99
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お気に入り
★★★
| 著者・編者 | Wuethrich, Mario V., |
|---|---|
| シリーズ | (EAA Series) |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2016 |
| ページ数 | 138 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A05-39891＞ |
解説
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.
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.