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Financial Modeling, Actuarial Valuation and Solvency in Insurance (Springer Finance)

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Financial Modeling, Actuarial Valuation and Solvency in Insurance (Springer Finance) Cover

 

Synopses & Reviews

Publisher Comments:

Risk management for financial institutions is one of the main questions 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

Synopsis:

This book combines ideas from financial mathematics, actuarial sciences and economic theory to give a fully consistent framework for the analysis of solvency questions.

Table of Contents

Introduction.- Part I. Financial Valuation Principles.- 1. State price deflators and stochastic discounting.- 2. Gaussian spot rate models.- 3. Non-Gaussian spot rate models.- 4. Stochastic forward rate modeling.- 5.Dynamic Nelson-Siegel and Svensson framework.- 6. Pricing of financial assets.- Part II.

Product Details

ISBN:
9783642313912
Author:
Wuthrich, Mario V
Publisher:
Springer
Author:
Merz, Michael
Author:
W'Uthrich, Mario V.
Location:
Berlin, Heidelberg
Subject:
Game Theory
Subject:
62P05, 91G30
Subject:
actuarial valuation
Subject:
incomplete markets
Subject:
Quantitative risk management
Subject:
risk measures
Subject:
solvency
Subject:
Quantitative Finance
Subject:
Actuarial Sciences
Subject:
Statistics for Business/Economics/Mathematical Finance/Insurance
Subject:
Mathematics-Modeling
Subject:
Applied
Subject:
Mathematics
Subject:
B
Subject:
mathematics and statistics
Subject:
Finance
Subject:
Economics_xStatistics
Copyright:
Edition Description:
Book
Series:
Springer Finance
Publication Date:
20121008
Binding:
HARDCOVER
Language:
English
Pages:
461
Dimensions:
235 x 155 mm

Related Subjects

Business » General
Business » Insurance
Business » Management
Business » Writing
Health and Self-Help » Health and Medicine » Medical Specialties
Science and Mathematics » Mathematics » Modeling
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Financial Modeling, Actuarial Valuation and Solvency in Insurance (Springer Finance) Used Hardcover
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Product details 461 pages Springer - English 9783642313912 Reviews:
"Synopsis" by , This book combines ideas from financial mathematics, actuarial sciences and economic theory to give a fully consistent framework for the analysis of solvency questions.
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