| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca da FCTUNL Online | Não Ficção | HG8781.SPR FCT 82440 (Browse shelf) | 1 | Available |
Browsing Biblioteca da FCTUNL Shelves , Shelving location: Online , Collection code: Não Ficção Close shelf browser
| HG8781.SPR FCT 82137 Health insurance | HG8781.SPR FCT 82193 Non-life insurance mathematics | HG8781.SPR FCT 82290 Non-life insurance pricing with generalized linear models | HG8781.SPR FCT 82440 Market-consistent actuarial valuation | HG8781.SPR FCT 82461 Introduction to insurance mathematics | HG8781.SPR FCT 95708 Stochastic control in insurance | HG8781.SPR FCT 97403 Handbook on loss reserving |
Colocação: Online
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. However, there is a general agreement that the balance sheet of an insurance company should be measured in a consistent way. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in a consistent way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. Topics covered are stochastic discounting with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency.
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