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Market-Consistent Actuarial Valuation

By Mario V. Wüthrich
eBook
$49.99
By Mario V. Wüthrich
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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 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 rec...

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BusinessProfessional Finance & InvestingInsuranceInsurance - General & Miscellaneous