Financial Modeling, Actuarial Valuation and Solvency in Insurance

Authors:

ISBN: 978-3-642-31391-2 (Print) 978-3-642-31392-9 (Online)

Table of contents (11 chapters)

  1. Front Matter

    Pages I-XIV

  2. No Access

    Book Chapter

    Pages 1-8

    Introduction

  3. Financial Valuation Principles

    1. Front Matter

      Pages 9-9

    2. No Access

      Book Chapter

      Pages 11-33

      State Price Deflators and Stochastic Discounting

    3. No Access

      Book Chapter

      Pages 35-95

      Spot Rate Models

    4. No Access

      Book Chapter

      Pages 97-130

      Stochastic Forward Rate and Yield Curve Modeling

    5. No Access

      Book Chapter

      Pages 131-151

      Pricing of Financial Assets

  4. Actuarial Valuation and Solvency

    1. Front Matter

      Pages 153-153

    2. No Access

      Book Chapter

      Pages 155-167

      Actuarial and Financial Modeling

    3. No Access

      Book Chapter

      Pages 169-204

      Valuation Portfolio

    4. No Access

      Book Chapter

      Pages 205-259

      Protected Valuation Portfolio

    5. No Access

      Book Chapter

      Pages 261-336

      Solvency

    6. No Access

      Book Chapter

      Pages 337-403

      Selected Topics and Examples

  5. Appendix

    1. Front Matter

      Pages 405-405

    2. No Access

      Book Chapter

      Pages 407-418

      Auxiliary Considerations

  6. Back Matter

    Pages 419-432