Market-consistent actuarial valuation
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Author / Producer
Date
2016
Publication Type
Monograph
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
Editor
Book title
Journal / series
Volume
Pages / Article No.
Publisher
Springer
Event
Edition / version
3rd ed.
Methods
Software
Geographic location
Date collected
Date created
Subject
Market-consistent actuarial valuation; Valuation portfolio; Solvency; Stochastic discounting; Best-estimate reserves; Risk-adjusted reserves; Replicating portfolio; Probability distortion
Organisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
Funding
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