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Wüthrich, Mario V.

Financial Modeling, Actuarial Valuation and Solvency in Insurance

Wüthrich, Mario V. - Financial Modeling, Actuarial Valuation and Solvency in Insurance, ebook

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ISBN: 9783642313929
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Table of contents

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

Author(s)
 
Publisher
Springer
Publication year
2013
Language
en
Edition
2013
Series
Springer Finance
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783642313929

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