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Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: SpringBooks, Berlin, Alemania
Libro
Hardcover. Condición: As New. unread, like new - will be dispatched immediately.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Libro
Condición: New.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: booksXpress, Bayonne, NJ, Estados Unidos de America
Libro
Hardcover. Condición: new.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Libro
Condición: New.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Libro Impresión bajo demanda
Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: GreatBookPricesUK, Castle Donington, DERBY, Reino Unido
Libro
Condición: New.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: Books Puddle, New York, NY, Estados Unidos de America
Libro
Condición: New. pp. 448.
Publicado por Springer Berlin Heidelberg Apr 2013, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Libro Impresión bajo demanda
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework for the analysis of solvency questions. Merz and Wüthrich combine ideas from financial mathematics (no-arbitrage theory, equivalent martingale measure), actuarial sciences (insurance claims modeling, cash flow valuation) and economic theory (risk aversion, probability distortion) to provide a fully consistent framework. Within this framework they then study solvency questions in incomplete markets, analyze hedging risks, and study asset-and-liability management questions, as well as issues like the limited liability options, dividend to shareholder questions, the role of re-insurance, etc. This work embeds the solvency discussion (and long-term liabilities) into a scientific framework and is intended for researchers as well as practitioners in the financial and actuarial industry, especially those in charge of internal risk management systems. Readers should have a good background in probability theory and statistics, and should be familiar with popular distributions, stochastic processes, martingales, etc. 448 pp. Englisch.
Publicado por Springer Berlin Heidelberg, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: moluna, Greven, Alemania
Libro
Condición: New.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: GreatBookPricesUK, Castle Donington, DERBY, Reino Unido
Libro
Condición: As New. Unread book in perfect condition.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: Mispah books, Redhill, SURRE, Reino Unido
Libro
Hardcover. Condición: Like New. Like New. book.
Publicado por Springer Berlin Heidelberg, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Libro
Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework for the analysis of solvency questions. Merz and Wüthrich combine ideas from financial mathematics (no-arbitrage theory, equivalent martingale measure), actuarial sciences (insurance claims modeling, cash flow valuation) and economic theory (risk aversion, probability distortion) to provide a fully consistent framework. Within this framework they then study solvency questions in incomplete markets, analyze hedging risks, and study asset-and-liability management questions, as well as issues like the limited liability options, dividend to shareholder questions, the role of re-insurance, etc. This work embeds the solvency discussion (and long-term liabilities) into a scientific framework and is intended for researchers as well as practitioners in the financial and actuarial industry, especially those in charge of internal risk management systems. Readers should have a good background in probability theory and statistics, and should be familiar with popular distributions, stochastic processes, martingales, etc.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: California Books, Miami, FL, Estados Unidos de America
Libro
Condición: New.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Libro
Condición: As New. Unread book in perfect condition.
Publicado por Springer, 2013
ISBN 10: 3642313914ISBN 13: 9783642313912
Librería: Majestic Books, Hounslow, Reino Unido
Libro Impresión bajo demanda
Condición: New. Print on Demand pp. 448 100 Illus. (2 Col.).