About: Market-consistent actuarial valuation

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An Entity of Type : rdac:C10001, within Data Space : data.idref.fr associated with source document(s)

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type	frbr:Work rdac:C10001
Author	Wüthrich, Mario Valentin Bühlmann, Hans (1930-....) Furrer, Hansjörg
dc:subject	Insurance Mathematics Statistics Marché financier Statistics for Business, Management, Economics, Finance, Insurance. Finance, general Quantitative Finance Economics, Mathematical Finances -- Modèles mathématiques Investissements -- Modèles mathématiques Statistics for Business/Economics/Mathematical Finance/Insurance Actuarial Sciences Actuarial science Banks and banking Finance /Banking Finance. Risk (Insurance) Insurance -- Mathematics Actuariat Assurance-vie -- Mathématiques Life insurance -- Mathematics Assurance de portefeuille Insurance companies -- Valuation
preferred label	Market-consistent actuarial valuation
Language	http://lexvo.org/id/iso639-3/eng
Subject	http://www.idref.fr/033443300/id http://www.idref.fr/03485925X/id http://www.idref.fr/030115833/id http://www.idref.fr/028045904/id http://www.idref.fr/027606538/id http://www.idref.fr/02746847X/id
dc:title	Market-consistent actuarial valuation
note	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. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in the same 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, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency.
dc:type	Text
http://iflastandar...bd/elements/P1001	http://iflastandards.info/ns/isbd/terms/contentform/T1009
rdaw:P10219	2008
has content type	http://rdaregistry.info/termList/RDAContentType/1020
is primary topic of	http://www.idref.fr/217109217
is rdam:P30135 of	http://www.sudoc.fr/149027079/id http://www.sudoc.fr/123735475/id http://www.sudoc.fr/185198171/id http://www.sudoc.fr/196324076/id

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