Financial modeling, actuarial valuation and solvency in insurance
DOI10.1007/978-3-642-31392-9zbMATH Open1268.91003OpenAlexW74866803MaRDI QIDQ444331FDOQ444331
Authors: Mario V. Wüthrich, Michael Merz 
Publication date: 14 August 2012
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-31392-9
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- Market consistent valuations with financial imperfection
- On a decision model for a life insurance company rating
- Multiple-prior valuation of cash flows subject to capital requirements
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
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- Insurance valuation: A two-step generalised regression approach
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- Best-estimate claims reserves in incomplete markets
- Best estimate calculations of savings contracts by closed formulas: application to the ORSA
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- COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING
- Tools of construction of internal models for insurances and banks
- Economic Valuation Models for Insurers
- Handbook of solvency for actuaries and risk managers. Theory and practice.
- Actuarial finance. Derivatives, quantitative models and risk management
- Market-consistent actuarial valuation
- Insurance valuation: a computable multi-period cost-of-capital approach
- A mixed bond and equity fund model for the valuation of variable annuities
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks
- Reverse sensitivity testing: what does it take to break the model?
- Fundamental definition of the solvency capital requirement in Solvency II
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