Market-Consistent Actuarial Valuation

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It is a challenging task to read the balance sheet of an insurance company.

This derives from the fact that different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods.

Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in ...

Read more

It is a challenging task to read the balance sheet of an insurance company.

This derives from the fact that different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods.

Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in ...

Read more
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  • Formats: pdf
  • ISBN: 9783540736431
  • Publication Date: 26 Sept 2007
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM