Author: Mario V. Wüthrich
Publisher: Springer Science & Business Media
ISBN: 3642148522
Category : Mathematics
Languages : en
Pages : 164
Book Description
It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods. However, there is a general agreement that the balance sheet of an insurance company should be measured in a consistent way. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in a consistent way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. 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.
Market-Consistent Actuarial Valuation
Author: Mario V. Wüthrich
Publisher: Springer Science & Business Media
ISBN: 3642148522
Category : Mathematics
Languages : en
Pages : 164
Book Description
It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods. However, there is a general agreement that the balance sheet of an insurance company should be measured in a consistent way. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in a consistent way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. 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.
Publisher: Springer Science & Business Media
ISBN: 3642148522
Category : Mathematics
Languages : en
Pages : 164
Book Description
It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods. However, there is a general agreement that the balance sheet of an insurance company should be measured in a consistent way. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in a consistent way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. 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.
Actuarial Values II
Author: United States. Internal Revenue Service
Publisher:
ISBN:
Category : Actuarial values
Languages : en
Pages : 174
Book Description
Publisher:
ISBN:
Category : Actuarial values
Languages : en
Pages : 174
Book Description
Factors at 10 Percent Involving One and Two Lives
Factors at 10 Percent Involving One and Two Lives
Author: United States. Internal Revenue Service
Publisher:
ISBN:
Category : Actuaries
Languages : en
Pages : 70
Book Description
Publisher:
ISBN:
Category : Actuaries
Languages : en
Pages : 70
Book Description
Actuarial Practice in Social Security
Author: Pierre Plamondon
Publisher: International Labour Organization
ISBN: 9789221108634
Category : Business & Economics
Languages : en
Pages : 552
Book Description
The actuarial analysis of social protection schemes is a challenge that requires a balancing act between the demographic, economic, financial, and actuarial fields. This text provides a practical tool to enhance and modernize social protection systems while maintaining this balance.
Publisher: International Labour Organization
ISBN: 9789221108634
Category : Business & Economics
Languages : en
Pages : 552
Book Description
The actuarial analysis of social protection schemes is a challenge that requires a balancing act between the demographic, economic, financial, and actuarial fields. This text provides a practical tool to enhance and modernize social protection systems while maintaining this balance.
Actuarial Values
Actuarial Values, Book Beth
Actuarial Values, Beta Volume
Actuarial Models for Disability Insurance
Author: S Haberman
Publisher: Routledge
ISBN: 1351469045
Category : Mathematics
Languages : en
Pages : 280
Book Description
Disability insurance, long-term care insurance, and critical illness cover are becoming increasingly important in developed countries as the problems of demographic aging come to the fore. The private sector insurance industry is providing solutions to problems resulting from these pressures and other demands of better educated and more prosperous
Publisher: Routledge
ISBN: 1351469045
Category : Mathematics
Languages : en
Pages : 280
Book Description
Disability insurance, long-term care insurance, and critical illness cover are becoming increasingly important in developed countries as the problems of demographic aging come to the fore. The private sector insurance industry is providing solutions to problems resulting from these pressures and other demands of better educated and more prosperous