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...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
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| Series: | Springer Finance,
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| Subjects: | |
| Online Access: | View fulltext via EzAccess |
Table of Contents:
- 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.