Market-consistent actuarial valuation /

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:
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