El artículo que has seleccionado ha finalizado, pero hemos encontrado algo similar.

Imagen 1 de 1

Foto genérica

Métodos de reserva de reclamos estocásticos en seguros, tapa dura de Wuthrich, Mari... - Imagen 1 de 1

The Wiley Finance Ser.: Stochastic Claims Reserving Methods in Insurance by Michael Merz and Mario V. Wüthrich (2008, Hardcover)

Sé el primero enescribir una opinión.

Great Book Prices Store (312659)
96,6% de votos positivos

Precio:

USD99,13

Aproximadamente88,96 EUR

+ USD33,18 de envío

Entrega prevista: mié. 16 oct. - lun. 28 oct.

Devoluciones:

30 días para devoluciones. El comprador paga el envío de la devolución.

Estado:

Nuevo

Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses.

Ver todos los detalles

Acerca de este artículo

Product Identifiers

Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0470723467
ISBN-13
9780470723463
eBay Product ID (ePID)
64391374

Product Key Features

Number of Pages
448 Pages
Publication Name
Stochastic Claims Reserving Methods in Insurance
Language
English
Subject
Finance / General, Insurance / General
Publication Year
2008
Type
Textbook
Subject Area
Business & Economics
Author
Michael Merz, Mario V. Wüthrich
Series
The Wiley Finance Ser.
Format
Hardcover

Dimensions

Item Height
1.2 in
Item Weight
31.9 Oz
Item Length
9.9 in
Item Width
7.1 in

Additional Product Features

Intended Audience
Scholarly & Professional
LCCN
2008-007642
Dewey Edition
22
Series Volume Number
436
Illustrated
Yes
Dewey Decimal
368/.0140151922
Synopsis
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, this book is a must-read in the light of the new solvency requirements for the whole insurance industry., Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately., Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, thisbook is a must-read in the light of the new solvency requirements for the whole insurance industry, Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, this book is a must-read in the light of the new solvency requirements for the whole insurance industry
LC Classification Number
HG8106.W88 2008

Comprar por categoría

Imagen 1 de 1

The Wiley Finance Ser.: Stochastic Claims Reserving Methods in Insurance by Michael Merz and Mario V. Wüthrich (2008, Hardcover)

Todos los anuncios de este producto

artículo 1 Stochastic Claims Reserving Methods in Insurance

artículo 2 Stochastic Claims Reserving Methods in Insurance, Hardcover by Wuthrich, Mari...

artículo 3 Stochastic Claims Reserving Methods in Insurance, Hardcover by Wuthrich, Mari...

artículo 4 Stochastic Claims Reserving Methods in Insurance by Mario V Wüthrich: New

artículo 5 Stochastic Claims Reserving Methods in Insurance by Mario V Wüthrich: Used

artículo 6 Stochastic Claims Reserving Methods in Insurance by Mario V. W?thrich (English)

Acerca de este artículo

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

También te pueden interesar

Libros antiguos y de colección mario puzo

Libros antiguos y de colección julián marías

Libros antiguos y de colección José María Gironella

Libros antiguos y de colección José María de Pereda

Libros antiguos y de colección José María Pemán

Libros antiguos y de colección Ana María Matute