Market-consistent actuarial valuation /

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Bibliographic Details
Author / Creator:	Wüthrich, Mario V., author.
Edition:	Third edition.
Imprint:	Cham, Switzerland : Springer, 2016.
Description:	1 online resource (xii, 138 pages) : illustrations (some color)
Language:	English
Series:	EAA series, 1869-6929 EAA Series,
Subject:	Life insurance -- Mathematics. Insurance -- Mathematics. Insurance companies -- Valuation. Risk (Insurance) Finance & accounting. Probability & statistics. Insurance & actuarial studies. Mathematics -- Applied. Business & Economics -- Statistics. Business & Economics -- Insurance -- General. Insurance companies -- Valuation. Insurance -- Mathematics. Life insurance -- Mathematics. Risk (Insurance) Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11268341

Hidden Bibliographic Details
ISBN:	9783319466361 3319466364 3319466356 9783319466354 9783319466354
Digital file characteristics:	text file PDF
Notes:	Includes bibliographical references and index. Online resource; title from PDF title page (SpringerLink, viewed October 31, 2016).
Summary:	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.
Other form:	Printed edition: 9783319466354
Standard no.:	10.1007/978-3-319-46636-1

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