Wuthrich Mario Valentin, Buhlmann Hans, Furrer Hansjorg:
Market-Consistent Actuarial Valuation
Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg (Germany), 2007
Paperback, 128 pages
Size: 235x155 mm
ISBN: 9783540736424
ISBN-10: 3540736425
List price: £22.99
You save: 15%
Market-Consistent Actuarial Valuation
It is a challenging task to read the balance sheet of an insurance company. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods. This work presents methods to measure liabilities and assets in the same way.

