Market-Consistent Actuarial Valuation - Mario V. Wüthrich, Hans Bühlmann & Hansjörg Furrer

Market-Consistent Actuarial Valuation

By Mario V. Wüthrich, Hans Bühlmann & Hansjörg Furrer

  • Release Date: 2007-09-26
  • Genre: Mathematics

Description

Market-Consistent Actuarial Valuation explains the mathematical framework that leads to market-consistent values for insurance liabilities. It presents powerful methods to measure liabilities and assets in the same way.