Financial Modeling, Actuarial Valuation and Solvency in Insurance (Hardcover) (ISBN-13: 9783642313912)

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

Author: Mario V. W?hrich, Michael Merz
ISBN-10: 3642313914
ISBN-13: 9783642313912
Publisher: Springer
Language: English
Published: 04/17/2013
Pages: 432
Format: Hardcover
Weight: 1.70lbs
Size: 9.20h x 6.20w x 1.10d