Articles liés à Market-Consistent Actuarial Valuation

Market-Consistent Actuarial Valuation - Couverture souple

Livre 15 sur 16: EAA Lecture Notes

Wüthrich, Mario V. V.

 
9783319466354: Market-Consistent Actuarial Valuation

Synopsis

This book introduces and explains the concept of Valuation Portfolio. It covers life and non-life insurance as well as financial risk.

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À propos de l'auteur

Mario V. Wüthrich is Professor at the Department of Mathematics at ETH Zurich, Honorary Visiting Professor at City University London, Honorary Professor at University College London and Professor of Swiss Finance Institute. He holds a PhD in Mathematics from ETH Zurich. From 2000 to 2005, he held an actuarial position at Winterthur Insurance and was responsible for claims reserving in non-life insurance, as well as developing and implementing the Swiss Solvency Test. He is a fully qualified actuary SAA and serves on the board of the Swiss Association of Actuaries. He is editor of the ASTIN Bulletin and has (co-)authored several books and numerous articles in the fields of actuarial science, quantitative risk management and financial mathematics.

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