LEADER 01997nam0 2200469 i 450 001 VAN0114940 005 20220309025458.5 017 70$2N$a978-3-319-46636-1 100 $a20180216d2016 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aMarket-consistent actuarial valuation$fMario V. Wüthrich 205 $a3. ed 210 $a[Cham]$cSpringer$d2016 215 $aXII, 138 p.$cill.$d24 cm 410 1$1001VAN0102538$12001 $aEAA series$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0242669$aMarket-consistent actuarial valuation$91523433 606 $a91B05$xRisk models (general) [MSC 2020]$3VANC019981$2MF 606 $a62P05$xApplications of statistics to actuarial sciences and financial mathematics [MSC 2020]$3VANC030682$2MF 606 $a97M30$xFinancial and insurance mathematics (aspects of mathematics education) [MSC 2020]$3VANC031114$2MF 610 $aBest-estimate reserves$9KW:K 610 $aInsurance$9KW:K 610 $aMarket-consistent actuarial valuation$9KW:K 610 $aProbability distortion$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aReplicating portfolio$9KW:K 610 $aRisk-adjusted reserves$9KW:K 610 $aSolvency$9KW:K 610 $aStochastic discounting$9KW:K 610 $aValuation portfolio$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aWüthrich$bMario V.$3VANV088947$0755967 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-3-319-46636-1$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$2VAN15 912 $fN 912 $aVAN0114940 950 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS SBA EBOOK 2345 $e15EB 2345 20180216 996 $aMarket-consistent actuarial valuation$91523433 997 $aUNICAMPANIA