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Market-consistent actuarial valuation / Mario V. Wüthrich
| Market-consistent actuarial valuation / Mario V. Wüthrich |
| Autore | Wüthrich, Mario V. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XII, 138 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] |
| Soggetto non controllato |
Best-estimate reserves
Insurance Market-consistent actuarial valuation Probability distortion Quantitative Finance Replicating portfolio Risk-adjusted reserves Solvency Stochastic discounting Valuation portfolio |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114940 |
Wüthrich, Mario V.
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Market-consistent actuarial valuation / Mario V. Wüthrich
| Market-consistent actuarial valuation / Mario V. Wüthrich |
| Autore | Wüthrich, Mario V. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XII, 138 p. : ill. ; 24 cm |
| Soggetto topico |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
91B05 - Risk models (general) [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] |
| Soggetto non controllato |
Best-estimate reserves
Insurance Market-consistent actuarial valuation Probability distortion Quantitative Finance Replicating portfolio Risk-adjusted reserves Solvency Stochastic discounting Valuation portfolio |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114940 |
|
Wüthrich, Mario V.
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||