Handbook of solvency for actuaries and risk managers : theory and practice /

Reflecting the author's wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency...

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Bibliographic Details
Main Author: Sandström, Arne
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Language Notes:English.
Published: Boca Raton, FL : CRC Press, ©2011.
Series:Chapman & Hall/CRC finance series.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:Reflecting the author's wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II project. The first three sections of the book examine the solvency concept, historical development, and the role of solvency in an enterprise risk management approach. The text provides a general discussion on valuation, investment, and capital, along with modeling and measuring. It also covers depen.
Physical Description:1 online resource (lviii, 1055 pages) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:9781439821329
1439821321
9781322615936
1322615934
0429062702
9780429062704