Financial Modeling, Actuarial Valuation and Solvency in Insurance

Mario V. Wüthrich () and Michael Merz ()
Additional contact information
Mario V. Wüthrich: ETH Zurich
Michael Merz: University of Hamburg

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2013
Edition: 2013
ISBN: 978-3-642-31392-9
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch Chapter 1 Introduction

Mario V. Wüthrich and Michael Merz

Ch Chapter 10 Selected Topics and Examples

Mario V. Wüthrich and Michael Merz

Ch Chapter 11 Auxiliary Considerations

Mario V. Wüthrich and Michael Merz

Ch Chapter 2 State Price Deflators and Stochastic Discounting

Mario V. Wüthrich and Michael Merz

Ch Chapter 3 Spot Rate Models

Mario V. Wüthrich and Michael Merz

Ch Chapter 4 Stochastic Forward Rate and Yield Curve Modeling

Mario V. Wüthrich and Michael Merz

Ch Chapter 5 Pricing of Financial Assets

Mario V. Wüthrich and Michael Merz

Ch Chapter 6 Actuarial and Financial Modeling

Mario V. Wüthrich and Michael Merz

Ch Chapter 7 Valuation Portfolio

Mario V. Wüthrich and Michael Merz

Ch Chapter 8 Protected Valuation Portfolio

Mario V. Wüthrich and Michael Merz

Ch Chapter 9 Solvency

Mario V. Wüthrich and Michael Merz

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfln:978-3-642-31392-9

Ordering information: This item can be ordered from
http://www.springer.com/9783642313929

DOI: 10.1007/978-3-642-31392-9

Access Statistics for this book

More books in Springer Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().