Titlebook: Market-Consistent Actuarial Valuation; Mario V. Wüthrich Textbook 2016Latest edition Springer International Publishing AG 2016 Market-cons

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The Valuation Portfolio in Non-life Insurance,In this chapter we consider the VaPo construction for a non-life insurance run-off portfolio. In essence, the VaPo construction in non-life insurance is similar to the one in life insurance, but we would like to highlight a few difficulties that may occur in a non-life insurance modelling context.

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Mario V. WüthrichIntroduces and explains market-consistent actuarial valuation, a key tool for solvency analysis.Explores the basis of modern solvency analysis in insurance.Examines solvency questions for applied exam

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die Einheitsbetrachtung geboten sind.Richtet sich an SteuerAufwands- und Ertragserfassung sind für die Bilanzierung von erheblicher Bedeutung. Besondere Probleme wirft hierbei die Abbildung sogenannter Mehrkomponentengesch?fte auf, da ein angebotenes Leistungsbündel sowohl als Bewertungseinheit als

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1869-6929 is in insurance.Examines solvency questions for applied examThis is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabil

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