Financial Modeling, Actuarial Valuation and Solvency in Insurance

1. Introduction
Mario V. Wüthrich, Michael Merz

Part I. Financial Valuation Principles

2. State Price Deflators and Stochastic Discounting
Mario V. Wüthrich, Michael Merz

3. Spot Rate Models
Mario V. Wüthrich, Michael Merz

4. Stochastic Forward Rate and Yield Curve Modeling
Mario V. Wüthrich, Michael Merz

5. Pricing of Financial Assets
Mario V. Wüthrich, Michael Merz

Part II. Actuarial Valuation and Solvency

6. Actuarial and Financial Modeling
Mario V. Wüthrich, Michael Merz

7. Valuation Portfolio
Mario V. Wüthrich, Michael Merz

8. Protected Valuation Portfolio
Mario V. Wüthrich, Michael Merz

9. Solvency
Mario V. Wüthrich, Michael Merz

10. Selected Topics and Examples
Mario V. Wüthrich, Michael Merz

Part III. Appendix

11. Auxiliary Considerations
Mario V. Wüthrich, Michael Merz

Keywords: Mathematics, Quantitative Finance, Actuarial Sciences, Statistics for Business/Economics/Mathematical Finance/Insurance