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024 7 $a10.1007/978-3-319-46636-1
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035   $a(DE-He213)978-3-319-46636-1
035   $a(MiAaPQ)EBC6315218
035   $a(MiAaPQ)EBC5589206
035   $a(Au-PeEL)EBL5589206
035   $a(OCoLC)961474344
035   $a(PPN)196324076
035   $a(EXLCZ)993710000000926151
100   $a20161022d2016      u|             0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aMarket-Consistent Actuarial Valuation$b[electronic resource] /$fby Mario V. Wüthrich
205   $a3rd ed. 2016.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016.
215   $a1 online resource (XII, 138 p. 10 illus., 9 illus. in color.) 
225 1 $aEAA Series,$x1869-6929
311   $a3-319-46635-6 
327   $aIntroduction -- Stochastic discounting -- The valuation portfolio in life insurance -- Financial risks and solvency -- The valuation portfolio in non-life insurance -- References -- Index.
330   $aThis is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. Topics covered are stochastic discounting with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk.
410  0$aEAA Series,$x1869-6929
606   $aActuarial science
606   $aEconomics, Mathematical 
606   $aStatistics 
606   $aInsurance
606   $aActuarial Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13080
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010
606   $aInsurance$3https://scigraph.springernature.com/ontologies/product-market-codes/626030
615  0$aActuarial science.
615  0$aEconomics, Mathematical .
615  0$aStatistics .
615  0$aInsurance.
615 14$aActuarial Sciences.
615 24$aQuantitative Finance.
615 24$aStatistics for Business, Management, Economics, Finance, Insurance.
615 24$aInsurance.
676   $a368.3201
700   $aWüthrich$b Mario V$4aut$4http://id.loc.gov/vocabulary/relators/aut$0755967
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910254093003321
996   $aMarket-consistent actuarial valuation$91523433
997   $aUNINA