Market-Consistent Actuarial Valuation (EAA Lecture Notes)

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

<p>Market-Consistent Actuarial Valuation (EAA Lecture Notes)</p><p>By Mario V. Wüthrich, Hans Bühlmann, Hansj&ouml;rg Furrer&nbsp;</p><p>--------------------------------------------------------------------------------</p><p>Publisher:&nbsp;&nbsp; Springer </p><p>Number Of Pages:&nbsp;&nbsp; 120 </p><p>Publication Date:&nbsp;&nbsp; 2007-09-25 </p><p>ISBN-10 / ASIN:&nbsp;&nbsp; 3540736425 </p><p>ISBN-13 / EAN:&nbsp;&nbsp; 9783540736424 </p><p>Binding:&nbsp;&nbsp; Paperback&nbsp;&nbsp;</p><p>--------------------------------------------------------------------------------</p><p></p><p>Product Description: </p><p></p><p></p><p>It is a challenging task to read the balance sheet of an insurance company.</p><p></p><p>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.</p><p></p><p>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.</p><p></p> 246581.pdf (1.15 MB, 需要: 5 个论坛币)

2008-9-13 20:52:00 上传

Market-Consistent Actuarial Valuation (EAA Lecture Notes)
需要: 5 个论坛币  [购买]

<br/>

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：consistent Valuation Actuarial Lecture market Actuarial notes Lecture Valuation EAA

<p>好东西。</p>