01997nam0 2200469 i 450 VAN011494020220309025458.5N978-3-319-46636-120180216d2016 |0itac50 baengCH|||| |||||Market-consistent actuarial valuationMario V. Wüthrich3. ed[Cham]Springer2016XII, 138 p.ill.24 cm001VAN01025382001 EAA series210 Berlin [etc.]SpringerVAN0242669Market-consistent actuarial valuation152343391B05Risk models (general) [MSC 2020]VANC019981MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MF97M30Financial and insurance mathematics (aspects of mathematics education) [MSC 2020]VANC031114MFBest-estimate reservesKW:KInsuranceKW:KMarket-consistent actuarial valuationKW:KProbability distortionKW:KQuantitative FinanceKW:KReplicating portfolioKW:KRisk-adjusted reservesKW:KSolvencyKW:KStochastic discountingKW:KValuation portfolioKW:KCHChamVANL001889WüthrichMario V.VANV088947755967Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-46636-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0114940BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2345 15EB 2345 20180216 Market-consistent actuarial valuation1523433UNICAMPANIA