Market-consistent actuarial valuation
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Date
2016Type
- Monograph
ETH Bibliography
yes
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Publication status
publishedJournal / series
EAA SeriesPublisher
SpringerEdition / version
3rd ed.Subject
Market-consistent actuarial valuation; Valuation portfolio; Solvency; Stochastic discounting; Best-estimate reserves; Risk-adjusted reserves; Replicating portfolio; Probability distortionOrganisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
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Is new version of: http://hdl.handle.net/20.500.11850/26716
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ETH Bibliography
yes
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