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Compendio di matematica finanziaria e attuariale / Carla Iodice
| Compendio di matematica finanziaria e attuariale / Carla Iodice |
| Autore | Iodice, Carla |
| Pubbl/distr/stampa | Napoli : Edizioni Simone, 2001 |
| Descrizione fisica | 192 p. ; 24 cm |
| Disciplina | 368.001 |
| Soggetto non controllato |
Matematica attuariale - teoria generale
Matematica finanziaria |
| ISBN | 88-244-9646-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-990003838320403321 |
Iodice, Carla
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| Napoli : Edizioni Simone, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial modeling, actuarial valuation and solvency in insurance / / Mario V. Wuthrich, Michael Merz
| Financial modeling, actuarial valuation and solvency in insurance / / Mario V. Wuthrich, Michael Merz |
| Autore | Wüthrich Mario V |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Heidelberg, Germany : , : Springer, , 2013 |
| Descrizione fisica | 1 online resource (xiv, 432 pages) : illustrations |
| Disciplina |
368.001
368.0015118 368.01 |
| Collana | Springer Finance |
| Soggetto topico |
Insurance - Mathematical models
Insurance - Statistical methods |
| ISBN | 3-642-31392-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1.Introduction -- Part I: Financial Valuation Principles -- 2.State price deflators and stochastic discounting -- 3.spot rate models -- 4.Stochastic forward rate and yield curve modeling -- 5.Pricing of financial assets -- Part II: Actuarial Valuation and Solvency -- 6.Actuarial and financial modeling -- 7.Valuation portfolio -- 8.Protected valuation portfolio -- 9.Solvency -- 10.Selected topics and examples -- Part III: Appendix -- 11.Auxiliary considerations -- References -- Index. |
| Record Nr. | UNINA-9910437867903321 |
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Wüthrich Mario V
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| Heidelberg, Germany : , : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Handbook of solvency for actuaries and risk managers : theory and practice / / Arne Sandstrom
| Handbook of solvency for actuaries and risk managers : theory and practice / / Arne Sandstrom |
| Autore | Sandstrom Arne |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2011 |
| Descrizione fisica | 1 online resource (1084 p.) |
| Disciplina | 368.001 |
| Collana | Chapman & Hall/CRC finance series |
| Soggetto topico |
Risk (Insurance)
Risk (Insurance) - European Union countries Asset-liability management Asset-liability management - European Union countries Risk management Risk management - European Union countries |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-06270-2
1-4398-2132-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Contents; Preface; Reader's Guide; Web Site Information; Future Information; Abbreviations; PART A. Solvency Introduction; Chapter 1. Solvency; Chapter 2. A Historical Review; Chapter 3. Managing Risks and the Enterprise; Chapter 4. Summary of the Development of ERM and Solvency; Chapter 5. Elements of Solvency Assessment Systems; PART B. Valuation, Investments, and Capital; Chapter 6. Total Balance Sheet Approach; Chapter 7. Asset Valuation; Chapter 8. Liability Valuation; Chapter 9. Other Valuation Issues; Chapter 10. Investments and Own Funds; Chapter 11. Accounting Valuation
PART C. Modeling and MeasuringChapter 12. Developing a Model; Chapter 13. Dependence; Chapter 14. Risk Measures; Chapter 15. Capital Requirement; Chapter 16. Risks and Subrisks; Chapter 17. Market Risk; Chapter 18. Credit Risk; Chapter 19. Operational Risk; Chapter 20. Liquidity Risk; Chapter 21. Underwriting/Insurance Risk; PART D. European Solvency II General Ideas, Valuation and Investment: Final Advice; Chapter 22. European Solvency II: General Ideas; Chapter 23. European Solvency II: Asset Valuation; Chapter 24. European Solvency II Project: Liability Valuation Chapter 25. European Solvency II Project: Eligible Own Funds and InvestmentsCHapter 26. Solvency II: Standard Formula Framework; Chapter 27. Solvency II Standard Formula: Market Risk; Chapter 28. Solvency II Standard Formula: Credit Risk; Chapter 29. Solvency II Standard Formula: Operational Risk; Chapter 30. Solvency II Standard Formula: Liquidity Risk; Chapter 31. Solvency II Standard Formula: Nonlife Underwriting Risk; Chapter 32. European Solvency II Standard Formula: Life Underwriting Risk; Chapter 33. Solvency II Standard Formula: Health Underwriting Risk Chapter 34. Solvency II Standard Formula: Minimum Capital RequirementPART F. Backgrounds and Calibrations; Appendix A. Some Statistical Clarifications; Appendix B. Approximations for Skewness; Appendix C. List of Different Papers Published by CEIOPS; Appendix D. European Solvency II Project; Appendix E. European Solvency II: General Ideas; Appendix F. European Solvency II: Asset Valuation; Appendix G. European Solvency II: Liability Valuation; Appendix H. European Solvency II: Standard Formula Framework; Appendix I. European Solvency II Standard Formula: Market Risk Appendix J. European Solvency II Standard Formula: Credit RiskAppendix K. European Solvency II Standard Formula: Operational Risk; Appendix L. European Solvency II Standard Formula: Liquidity Risk; Appendix M. European Solvency II Standard Formula: Nonlife Underwriting Risk; Appendix N. European Solvency II Standard Formula: Life Underwriting Risk; Appendix O. European Solvency II Standard Formula: Health Underwriting Risk; Appendix P. European Solvency II Standard Formula: Minimum Capital Requirement; References; Back cover |
| Record Nr. | UNINA-9910458762003321 |
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Sandstrom Arne
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| Boca Raton : , : CRC Press, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Handbook of solvency for actuaries and risk managers : theory and practice / / Arne Sandstrom
| Handbook of solvency for actuaries and risk managers : theory and practice / / Arne Sandstrom |
| Autore | Sandstrom Arne |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2011 |
| Descrizione fisica | 1 online resource (1084 p.) |
| Disciplina | 368.001 |
| Collana | Chapman & Hall/CRC finance series |
| Soggetto topico |
Risk (Insurance)
Risk (Insurance) - European Union countries Asset-liability management Asset-liability management - European Union countries Risk management Risk management - European Union countries |
| ISBN |
0-429-06270-2
1-4398-2132-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Contents; Preface; Reader's Guide; Web Site Information; Future Information; Abbreviations; PART A. Solvency Introduction; Chapter 1. Solvency; Chapter 2. A Historical Review; Chapter 3. Managing Risks and the Enterprise; Chapter 4. Summary of the Development of ERM and Solvency; Chapter 5. Elements of Solvency Assessment Systems; PART B. Valuation, Investments, and Capital; Chapter 6. Total Balance Sheet Approach; Chapter 7. Asset Valuation; Chapter 8. Liability Valuation; Chapter 9. Other Valuation Issues; Chapter 10. Investments and Own Funds; Chapter 11. Accounting Valuation
PART C. Modeling and MeasuringChapter 12. Developing a Model; Chapter 13. Dependence; Chapter 14. Risk Measures; Chapter 15. Capital Requirement; Chapter 16. Risks and Subrisks; Chapter 17. Market Risk; Chapter 18. Credit Risk; Chapter 19. Operational Risk; Chapter 20. Liquidity Risk; Chapter 21. Underwriting/Insurance Risk; PART D. European Solvency II General Ideas, Valuation and Investment: Final Advice; Chapter 22. European Solvency II: General Ideas; Chapter 23. European Solvency II: Asset Valuation; Chapter 24. European Solvency II Project: Liability Valuation Chapter 25. European Solvency II Project: Eligible Own Funds and InvestmentsCHapter 26. Solvency II: Standard Formula Framework; Chapter 27. Solvency II Standard Formula: Market Risk; Chapter 28. Solvency II Standard Formula: Credit Risk; Chapter 29. Solvency II Standard Formula: Operational Risk; Chapter 30. Solvency II Standard Formula: Liquidity Risk; Chapter 31. Solvency II Standard Formula: Nonlife Underwriting Risk; Chapter 32. European Solvency II Standard Formula: Life Underwriting Risk; Chapter 33. Solvency II Standard Formula: Health Underwriting Risk Chapter 34. Solvency II Standard Formula: Minimum Capital RequirementPART F. Backgrounds and Calibrations; Appendix A. Some Statistical Clarifications; Appendix B. Approximations for Skewness; Appendix C. List of Different Papers Published by CEIOPS; Appendix D. European Solvency II Project; Appendix E. European Solvency II: General Ideas; Appendix F. European Solvency II: Asset Valuation; Appendix G. European Solvency II: Liability Valuation; Appendix H. European Solvency II: Standard Formula Framework; Appendix I. European Solvency II Standard Formula: Market Risk Appendix J. European Solvency II Standard Formula: Credit RiskAppendix K. European Solvency II Standard Formula: Operational Risk; Appendix L. European Solvency II Standard Formula: Liquidity Risk; Appendix M. European Solvency II Standard Formula: Nonlife Underwriting Risk; Appendix N. European Solvency II Standard Formula: Life Underwriting Risk; Appendix O. European Solvency II Standard Formula: Health Underwriting Risk; Appendix P. European Solvency II Standard Formula: Minimum Capital Requirement; References; Back cover |
| Record Nr. | UNINA-9910791787603321 |
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Sandstrom Arne
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| Boca Raton : , : CRC Press, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Handbook of solvency for actuaries and risk managers : theory and practice / / Arne Sandstrom
| Handbook of solvency for actuaries and risk managers : theory and practice / / Arne Sandstrom |
| Autore | Sandstrom Arne |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2011 |
| Descrizione fisica | 1 online resource (1084 p.) |
| Disciplina | 368.001 |
| Collana | Chapman & Hall/CRC finance series |
| Soggetto topico |
Risk (Insurance)
Risk (Insurance) - European Union countries Asset-liability management Asset-liability management - European Union countries Risk management Risk management - European Union countries |
| ISBN |
1-04-005325-4
0-429-06270-2 1-4398-2132-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Contents; Preface; Reader's Guide; Web Site Information; Future Information; Abbreviations; PART A. Solvency Introduction; Chapter 1. Solvency; Chapter 2. A Historical Review; Chapter 3. Managing Risks and the Enterprise; Chapter 4. Summary of the Development of ERM and Solvency; Chapter 5. Elements of Solvency Assessment Systems; PART B. Valuation, Investments, and Capital; Chapter 6. Total Balance Sheet Approach; Chapter 7. Asset Valuation; Chapter 8. Liability Valuation; Chapter 9. Other Valuation Issues; Chapter 10. Investments and Own Funds; Chapter 11. Accounting Valuation
PART C. Modeling and MeasuringChapter 12. Developing a Model; Chapter 13. Dependence; Chapter 14. Risk Measures; Chapter 15. Capital Requirement; Chapter 16. Risks and Subrisks; Chapter 17. Market Risk; Chapter 18. Credit Risk; Chapter 19. Operational Risk; Chapter 20. Liquidity Risk; Chapter 21. Underwriting/Insurance Risk; PART D. European Solvency II General Ideas, Valuation and Investment: Final Advice; Chapter 22. European Solvency II: General Ideas; Chapter 23. European Solvency II: Asset Valuation; Chapter 24. European Solvency II Project: Liability Valuation Chapter 25. European Solvency II Project: Eligible Own Funds and InvestmentsCHapter 26. Solvency II: Standard Formula Framework; Chapter 27. Solvency II Standard Formula: Market Risk; Chapter 28. Solvency II Standard Formula: Credit Risk; Chapter 29. Solvency II Standard Formula: Operational Risk; Chapter 30. Solvency II Standard Formula: Liquidity Risk; Chapter 31. Solvency II Standard Formula: Nonlife Underwriting Risk; Chapter 32. European Solvency II Standard Formula: Life Underwriting Risk; Chapter 33. Solvency II Standard Formula: Health Underwriting Risk Chapter 34. Solvency II Standard Formula: Minimum Capital RequirementPART F. Backgrounds and Calibrations; Appendix A. Some Statistical Clarifications; Appendix B. Approximations for Skewness; Appendix C. List of Different Papers Published by CEIOPS; Appendix D. European Solvency II Project; Appendix E. European Solvency II: General Ideas; Appendix F. European Solvency II: Asset Valuation; Appendix G. European Solvency II: Liability Valuation; Appendix H. European Solvency II: Standard Formula Framework; Appendix I. European Solvency II Standard Formula: Market Risk Appendix J. European Solvency II Standard Formula: Credit RiskAppendix K. European Solvency II Standard Formula: Operational Risk; Appendix L. European Solvency II Standard Formula: Liquidity Risk; Appendix M. European Solvency II Standard Formula: Nonlife Underwriting Risk; Appendix N. European Solvency II Standard Formula: Life Underwriting Risk; Appendix O. European Solvency II Standard Formula: Health Underwriting Risk; Appendix P. European Solvency II Standard Formula: Minimum Capital Requirement; References; Back cover |
| Record Nr. | UNINA-9910825534603321 |
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Sandstrom Arne
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| Boca Raton : , : CRC Press, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Handbook of solvency for actuaries and risk managers : theory and practice / Arne Sandstrom
| Handbook of solvency for actuaries and risk managers : theory and practice / Arne Sandstrom |
| Autore | Sandstrom, Arne |
| Pubbl/distr/stampa | Boca Raton : CRC, c2011 |
| Descrizione fisica | lviii, 1055 p. : ill. ; 27 cm |
| Disciplina | 368.001 |
| Collana | Chapman & Hall/CRC finance series |
| Soggetto topico |
Asset-liability management
Risk management |
| ISBN |
9781439821305
1439821305 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002529119707536 |
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Sandstrom, Arne
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| Boca Raton : CRC, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Introduction to insurance mathematics : technical and financial features of risk transfers / Annamaria Olivieri, Ermanno Pitacco
| Introduction to insurance mathematics : technical and financial features of risk transfers / Annamaria Olivieri, Ermanno Pitacco |
| Autore | Olivieri, Annamaria |
| Pubbl/distr/stampa | Berlin : Springer, 2011 |
| Descrizione fisica | xv, 463 p. ; 24 cm |
| Disciplina | 368.001 |
| Altri autori (Persone) | Pitacco, Ermanno <1947- > |
| Soggetto non controllato |
Assicurazioni - matematica
Processi stocastici |
| ISBN | 978-3-642-16028-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990009338420403321 |
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Olivieri, Annamaria
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| Berlin : Springer, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Life amortization in deterministic and stochastic environment / Elena Cardona ... [et al.]
| Life amortization in deterministic and stochastic environment / Elena Cardona ... [et al.] |
| Autore | Cardona, Elena |
| Pubbl/distr/stampa | [S.l.] : Cluj-Napoca, c2005 |
| Disciplina | 368.001 |
| Soggetto non controllato |
Assicurazioni - matematica
Processi stocastici |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990008465060403321 |
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Cardona, Elena
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| [S.l.] : Cluj-Napoca, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Methods in Risk Theory / Hans Buhlmann
| Mathematical Methods in Risk Theory / Hans Buhlmann |
| Autore | Bühlmann, Hans |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, c1996 |
| Descrizione fisica | xii, 210 p. : ill. ; 24 cm |
| Disciplina | 368.001 |
| Collana | Die Grundlehren der mathematischen Wissenschaften |
| Soggetto non controllato |
Economia - Matematica
Teoria del rischio - Metodi matematici |
| ISBN | 3-540-61703-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990001354610403321 |
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Bühlmann, Hans
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| Berlin : Springer-Verlag, c1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Non-life insurance mathematics : An introduction with stochastic processes / T. Mikosch
| Non-life insurance mathematics : An introduction with stochastic processes / T. Mikosch |
| Autore | Mikosch, Thomas |
| Pubbl/distr/stampa | Berlin : Springer, c2004 |
| Descrizione fisica | xi, 235 p. ; 24 cm |
| Disciplina | 368.001 |
| Collana | Universitext |
| Soggetto non controllato |
Assicurazioni - matematica
Processi stocastici |
| ISBN | 3-540-40650-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990003993470403321 |
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Mikosch, Thomas
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| Berlin : Springer, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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