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Catalogue Information
Field name	Details
Dewey Class	368.01
Title	Market-Consistent Actuarial Valuation ([EBook]) / by Mario V. Wüthrich.
Author	Wüthrich, Mario Valentin
Other name(s)	SpringerLink (Online service)
Edition statement	3rd ed. 2016.
Publication	Cham : Springer International Publishing , 2016.
Physical Details	XII, 138 pages :10 illus., 9 illus. in color. : online resource.
Series	EAA Series 1869-6929
ISBN	9783319466361
Summary Note	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.:
Contents note	Introduction -- Stochastic discounting -- The valuation portfolio in life insurance -- Financial risks and solvency -- The valuation portfolio in non-life insurance -- References -- Index.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-3-319-46636-1
Links to Related Works	Subject References: Actuarial science . Actuarial Sciences . Economics, Mathematical . Insurance . Insurance — Mathematics . Quantitative Finance . Risk (Insurance) — Mathematical models . Statistics . Statistics for Business/Economics/Mathematical Finance/Insurance . Authors: Wüthrich, Mario Valentin . Corporate Authors: SpringerLink (Online service) . Series: EAA Series . Classification: 368.01 . 368.01 (DDC 23) .

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Market-Consistent Actuarial Valuation

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