Financial Modeling, Actuarial Valuation and Solvency in Insurance
Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solve...
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| Autor Corporativo: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2013.
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| Colección: | Springer Finance.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b32927873*spi |
Tabla de Contenidos:
- 1.Introduction
- Part I: Financial Valuation Principles
- 2.State price deflators and stochastic discounting
- 3.spot rate models
- 4.Stochastic forward rate and yield curve modeling
- 5.Pricing of financial assets
- Part II: Actuarial Valuation and Solvency
- 6.Actuarial and financial modeling
- 7.Valuation portfolio
- 8.Protected valuation portfolio
- 9.Solvency
- 10.Selected topics and examples
- Part III: Appendix
- 11.Auxiliary considerations
- References
- Index.
