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· 제목 : Financial Modeling, Actuarial Valuation and Solvency in Insurance (Hardcover, 2013)
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 게임 이론
· ISBN : 9783642313912
· 쪽수 : 432쪽
· 출판일 : 2013-04-17
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 게임 이론
· ISBN : 9783642313912
· 쪽수 : 432쪽
· 출판일 : 2013-04-17
목차
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.
