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Market-consistent actuarial valuation /

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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 deflat...

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Bibliographic Details
Main Author: Wüthrich, Mario V. (Author)
Format: Book
Language:English
Published: Cham, Switzerland : Springer, [2016]
Edition:Third edition.
Series:EAA Series.
Subjects:
Life insurance > Mathematics.
Insurance > Mathematics.
Insurance companies > Valuation.
Risk (Insurance)
Table of Contents:
  • Introduction
  • Stochastic discounting
  • The valuation portfolio in life insurance
  • Financial risks and solvency
  • The valuation portfolio in non-life insurance.