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: 7435
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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 However, this approach is being superseded by developments in international accounting and solvency standards coupled with other advances enabling a market-based valuation of risk, i.e., its price if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: 7512
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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: 5927
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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: 492
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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: 1107620260
Category: Business & Economics
Page: 227
View: 1714
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This must-have manual provides detailed solutions to all of the 200+ exercises in Dickson, Hardy and Waters' Actuarial Mathematics for Life Contingent Risks, Second Edition. This groundbreaking text on the modern mathematics of life insurance is required reading for the Society of Actuaries' Exam MLC and also provides a solid preparation for the life contingencies material of the UK actuarial profession's exam CT5. Beyond the professional examinations, the textbook and solutions manual offer readers the opportunity to develop insight and understanding, and also offer practical advice for solving problems using straightforward, intuitive numerical methods. Companion spreadsheets illustrating these techniques are available for free download.

Mathematical and Statistical Methods for Actuarial Sciences and Finance


Author: Marco Corazza,Claudio Pizzi
Publisher: Springer
ISBN: 331902499X
Category: Mathematics
Page: 313
View: 3676
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The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches. The papers published in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions, some of the considered areas of investigation are: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; time series analysis tools. As regards the applications, they are related to real problems associated, among the others, to: banks; collateralized fund obligations; credit portfolios; defined benefit pension plans; double-indexed pension annuities; efficient-market hypothesis; exchange markets; financial time series; firms; hedge funds; non-life insurance companies; returns distributions; socially responsible mutual funds; unit-linked contracts. This book is aimed at academics, Ph.D. students, practitioners, professionals and researchers. But it will also be of interest to readers with some quantitative background knowledge.

Mathematical and Statistical Methods for Actuarial Sciences and Finance


Author: Cira Perna,Marilena Sibillo
Publisher: Springer
ISBN: 3319050141
Category: Business & Economics
Page: 190
View: 5930
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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.

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: 679
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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.

Lebensversicherungsmathematik


Author: Hans U. Gerber
Publisher: Springer-Verlag
ISBN: 3642713106
Category: Business & Economics
Page: 126
View: 6115
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Certification and Accreditation Programs Directory


Author: N.A
Publisher: N.A
ISBN: 9780787604639
Category: Professional associations
Page: 620
View: 3012
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Renten auf einen Blick 2009 Renteneinkommenssysteme in OECD-Ländern

Renteneinkommenssysteme in OECD-Ländern
Author: OECD
Publisher: OECD Publishing
ISBN: 9264076107
Category:
Page: 282
View: 7663
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In dieser dritten Ausgabe werden die Detailinformationen zu den Kernmerkmalen der Altersvorsorge in den OECD-Ländern aktualisiert und Projektionen für die Renteneinkommen vorgestellt, über die die heute Erwerbstätigen im Alter verfügen werden.

Dividend


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Business
Page: N.A
View: 9461
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Versicherungsmathematik

Teil 1: Personenversicherung
Author: Kurt Wolfsdorf
Publisher: Springer-Verlag
ISBN: 3322906809
Category: Business & Economics
Page: 415
View: 2600
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Im ersten Teil der Versicherungsmathematik wird die Mathematik der Personenversicherung dargestellt. Die Anwendung der EDV in der Versicherungsmathematik ist ein Schwerpunkt dieses Buches. Den Veränderungen der rechtlichen Rahmenbedingungen für die Personenversicherer wurde in der zweiten Auflage Rechnung getragen.

Social Sciences


Author: F T Energy
Publisher: N.A
ISBN: 9781860672118
Category: Research
Page: 696
View: 2410
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Makroökonomie

Theorie und Politik
Author: William H. Branson
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3486793667
Category: Business & Economics
Page: 653
View: 3216
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Bransons makroökonomische Theorie und Politik: der Lehrbuchbestseller aus der Princeton University! Das Lehrbuch der Wahl.

ASTIN Bulletin


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Insurance
Page: N.A
View: 7165
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The Insurance Record


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Insurance
Page: N.A
View: 5467
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The Eastern Underwriter


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Fire insurance
Page: N.A
View: 5707
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Versicherungsökonomie


Author: Peter Zweifel,Roland Eisen
Publisher: Springer-Verlag
ISBN: 3662107848
Category: Business & Economics
Page: 486
View: 7813
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Das Buch macht den Leser mit den zentralen Fragestellungen und dem analytischen Werkzeug der Versicherungsökonomik vertraut. Es führt Beiträge zur Nachfrage nach Versicherung, zum Angebot an Versicherung und der Versicherungsregulierung sowie zur Sozialversicherung in einer vereinheitlichten Darstellung zusammen, die bisher nur verstreut in Zeitschriften und Sammelbänden verfügbar waren. Es werden empirisch überprüfbare Voraussagen der Theorie abgeleitet und den Ergebnissen internationaler empirischer Forschung gegenübergestellt. Ausformulierte Folgerungen fassen den Stoff zusammen und erleichtern die Kontrolle des Wissensstands.

Das Prinzip der Pyramide

Ideen klar, verständlich und erfolgreich kommunizieren
Author: Barbara Minto
Publisher: N.A
ISBN: 9783827371898
Category: Language and logic
Page: 271
View: 5678
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