Financial Modeling, Actuarial Valuation and Solvency in Insurance

by Mario V Wuthrich, Michael Merz, Mario V. Wüthrich

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1.Introduction.- Part I: Financial Valuation Principles.- 2.State price deflators and stochastic discounting.- 3.spot rate models.- 4.Stochastic forward rate and yield curve modeling.- 5.Pricing of financial assets.- Part II: Actuarial Valuation and Solvency.- 6.Actuarial and financial modeling.- 7.Valuation portfolio.- 8.Protected valuation portfolio.- 9.Solvency.- 10.Selected topics and examples.- Part III: Appendix.- 11.Auxiliary considerations.- References.- Index

Format:Paperback

Language:English

ISBN:3642432964

ISBN13:9783642432965

Release Date:May 2015

Publisher:Springer

Length:432 Pages

Weight:1.37 lbs.

Dimensions:0.9" x 6.1" x 9.2"

Related Subjects

Business Business & Investing Economics Math Mathematics Science & Math

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Financial Modeling, Actuarial Valuation and Solvency in Insurance

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