Financial Modeling, Actuarial Valuation and Solvency in Insurance (Springer Finance) Cover Image

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Description

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.

Product Details
ISBN: 9783642432965
ISBN-10: 3642432964
Publisher: Springer
Publication Date: May 20th, 2015
Pages: 432
Language: English
Series: Springer Finance

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Financial Modeling, Actuarial Valuation and Solvency in Insurance (Springer Finance) (Paperback)

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Financial Modeling, Actuarial Valuation and Solvency in Insurance (Springer Finance) (Paperback)

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