Market-Consistent Actuarial Valuation (EAA Series)
Product details
| Management number | 231713126 | Release Date | 2026/06/18 | List Price | US$20.00 | Model Number | 231713126 | ||
|---|---|---|---|---|---|---|---|---|---|
| Category | |||||||||
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. Read more
| ISBN10 | 3319466356 |
|---|---|
| ISBN13 | 978-3319466354 |
| Edition | 3rd ed. 2016 |
| Language | English |
| Publisher | Springer |
| Dimensions | 6.1 x 0.36 x 9.25 inches |
| Item Weight | 10.5 ounces |
| Print length | 150 pages |
| Part of series | EAA Lecture Notes |
| Publication date | November 1, 2016 |
Bestseller ranking
Statistics
Customers who viewed this product also viewed
Peas & Beans
Correction of product information
If you notice any omissions or errors in the product information on this page, please use the correction request form below.
Correction Request Form