Market-Valuation Methods in Life and Pension Insurance


Author: Thomas Møller,Mogens Steffensen
Publisher: Cambridge University Press
ISBN: 1139462970
Category: Business & Economics
Page: N.A
View: 2634
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In classical life insurance mathematics the obligations of the insurance company towards the policy holders were calculated on artificial conservative assumptions on mortality and interest rates. However, this approach is being superseded by developments in international accounting and solvency standards coupled with other advances enabling a market-based valuation of risk, i.e., its price if traded in a free market. The book describes these approaches, and is the first to explain them in conjunction with more traditional methods. The various chapters address specific aspects of market-based valuation. The exposition integrates methods and results from financial and insurance mathematics, and is based on the entries in a life insurance company's market accounting scheme. The book will be of great interest and use to students and practitioners who need an introduction to this area, and who seek a practical yet sound guide to life insurance accounting and product development.

Die Folgen der Finanzkrise für Regulierung und Eigenkapital - Evolution oder Revolution in der Versicherungsbranche?


Author: Christoph Schwarzbach,Norman Rudschuck,J.-Matthias von der Schulenburg
Publisher: VVW GmbH
ISBN: 3862981746
Category: Business & Economics
Page: 102
View: 3409
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Im Gegensatz zum Bankensektor sind die direkten Folgen der Finanzkrise für die Versicherungswirtschaft relativ gering. Die indirekten Folgen der Wirtschaftskrise hingegen machen den Versicherern mehr zu schaffen. Eine anhaltende Niedrigzinsphase und die Probleme einzelner Staaten bereiten vor allem in der Lebens- und Rentenversicherung Probleme. Hinzu kommt die Umsetzung der europäischen Aufsichtsreform Solvency II ab 2013, die voraussichtlich auch für die Versicherer eine erhöhte Eigenkapitalunterlegung der eingegangenen Risiken fordern wird. In vier Kapitel werden die Beiträge der gleichnamigen Tagung, die am 03. November 2010 in Hannover stattfand, dokumentiert: 1. Eigenkapitalanforderungen unter Solvency II: Auswirkungen auf Versicherungs-Altbestände und deren Abwicklung; 2. Black-Scholes, marktkonsistente Bewertung und Risikomaße; 3. Die Griechenlandkrise - Credit Risk jetzt auch am europäischen Staatsanleihenmarkt?; 4. Versicherungsaufsicht und Eigenkapital-Anforderungen - Was lernen wir für die nächste Krise?; Der Tagungsband ist von besonderem Interesse für Mitarbeiter in Unternehmen, die sich an verantwortlicher Stelle mit Fragen des Risikomanagements und der Kapitalanlagen beschäftigen.

Mathematics – Key Technology for the Future

Joint Projects between Universities and Industry 2004 -2007
Author: Willi Jäger,Hans-Joachim Krebs
Publisher: Springer Science & Business Media
ISBN: 9783540772033
Category: Computers
Page: 357
View: 9695
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This book is about the results of a number of projects funded by the BMBF in the initiative "Mathematics for Innovations in Industry and Services". It shows that a broad spectrum of analytical and numerical mathematical methods and programming techniques are used to solve a lot of different specific industrial or services problems. The main focus is on the fact that the mathematics used is not usually standard mathematics or black box mathematics but is specifically developed for specific industrial or services problems. Mathematics is more than a tool box or an ancilarry science for other scientific disciplines or users. Through this book the reader will gain insight into the details of mathematical modeling and numerical simulation for a lot of industrial applications.

Risk Modelling in General Insurance

From Principles to Practice
Author: Roger J. Gray,Susan M. Pitts
Publisher: Cambridge University Press
ISBN: 0521863945
Category: Business & Economics
Page: 393
View: 8398
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A wide range of topics to give students a firm foundation in statistical and actuarial concepts and their applications.

Solutions Manual for Actuarial Mathematics for Life Contingent Risks


Author: David C. M. Dickson,Mary R. Hardy,Howard R. Waters
Publisher: Cambridge University Press
ISBN: 1107608449
Category: Business & Economics
Page: 171
View: 1638
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This must-have manual provides solutions to all exercises in Dickson, Hardy and Waters' Actuarial Mathematics for Life Contingent Risks, the groundbreaking text on the modern mathematics of life insurance that is the required reading for the SOA Exam MLC and also covers more or less the whole syllabus for the UK Subject CT5 exam. The more than 150 exercises are designed to teach skills in simulation and projection through computational practice, and the solutions are written to give insight as well as exam preparation. Companion spreadsheets are available for free download to show implementation of computational methods.

Mathematical and Statistical Methods for Actuarial Sciences and Finance

MAF 2018
Author: Marco Corazza,María Durbán,Aurea Grané,Cira Perna,Marilena Sibillo
Publisher: Springer
ISBN: 3319898248
Category: BUSINESS & ECONOMICS
Page: N.A
View: 4168
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Encyclopedia of actuarial science


Author: Jef L. Teugels
Publisher: N.A
ISBN: N.A
Category: Business & Economics
Page: 1842
View: 9714
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Mathematical and Statistical Methods for Actuarial Sciences and Finance


Author: Cira Perna,Marilena Sibillo
Publisher: Springer
ISBN: 3319050141
Category: Business & Economics
Page: 190
View: 3165
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This volume aims to collect new ideas presented in the form of 4 page papers dedicated to mathematical and statistical methods in actuarial sciences and finance. The cooperation between mathematicians and statisticians working in insurance and finance is a very fruitful field and provides interesting scientific products in theoretical models and practical applications, as well as in scientific discussion of problems of national and international interest. This work reflects the results discussed at the biennial conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), born at the University of Salerno in 2004.

Lebensversicherungsmathematik


Author: Hans U. Gerber
Publisher: Springer-Verlag
ISBN: 3642713106
Category: Business & Economics
Page: 126
View: 6450
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Mathematical and Statistical Methods for Insurance and Finance


Author: Cira Perna,Marilena Sibillo
Publisher: Springer Science & Business Media
ISBN: 9788847007048
Category: Business & Economics
Page: 208
View: 6535
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The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective. The Maf2006 conference, held at the University of Salerno in 2006, had precisely this purpose and the collection published here gathers some of the papers presented at the conference and successively worked out to this aim. They cover a wide variety of subjects in insurance and financial fields.

Certification and Accreditation Programs Directory


Author: N.A
Publisher: N.A
ISBN: 9780787604639
Category: Professional associations
Page: 620
View: 591
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The Insurance Record


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Insurance
Page: N.A
View: 2251
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Dividend


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Business
Page: N.A
View: 739
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Social Sciences


Author: F T Energy
Publisher: N.A
ISBN: 9781860672118
Category: Research
Page: 696
View: 7980
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The Economist


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Commerce
Page: N.A
View: 7344
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The Eastern Underwriter


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Fire insurance
Page: N.A
View: 7913
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Social Science Abstracts


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Social sciences
Page: N.A
View: 592
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ASTIN Bulletin


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Insurance
Page: N.A
View: 9813
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The Weekly Underwriter


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Insurance
Page: N.A
View: 5589
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Geschichte des peloponnesischen Krieges

griechisch und deutsch mit kritischen und erklärenden Anmerkungen
Author: Thucydides
Publisher: N.A
ISBN: N.A
Category:
Page: N.A
View: 903
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