E-book
Financial Modeling, Actuarial Valuation and Solvency in Insurance [electronic resource] / by Mario V. Wüthrich, Michael Merz.
Record details
- ISBN: 9783642313929
- Physical Description: XIV, 432 p. 100 illus., 2 illus. in color. online resource.
- Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : 2013.
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| Subject: | Mathematics. Finance. Economics > Statistics. Mathematics. Quantitative Finance. Actuarial Sciences. Statistics for Business/Economics/Mathematical Finance/Insurance. |
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Electronic resources
| 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. |
