Market-Consistent Actuarial Valuation

Market-Consistent Actuarial Valuation

Wuethrich, Mario V.

Springer International Publishing AG

11/2016

138

Mole

Inglês

9783319466354

15 a 20 dias

2685

Descrição não disponível.

Introduction.- Stochastic discounting.- The valuation portfolio in life insurance.- Financial risks and solvency.- The valuation portfolio in non-life insurance.- References.- Index.

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Market-consistent actuarial valuation;valuation portfolio;solvency;stochastic discounting;best-estimate reserves;risk-adjusted reserves;replicating portfolio;probability distortion;quantitative finance;insurance