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De levensverzekering: uw vermogen verzekerd : de levensverzekering als vermogensstructuur.
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ISBN: 9789086790579 Year: 2007 Publisher: Roeselare Roularta

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Abstract

Market-valuation methods in life and pension insurance
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ISBN: 9780521868778 0521868777 9780511543289 9780511270352 0511270356 0511267223 9780511267222 0511268505 9780511268502 051126917X 9780511269172 051126979X 9780511269790 051154328X 1107171075 1280750693 9786610750696 0511320639 Year: 2007 Publisher: Cambridge : Cambridge University Press,

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Abstract

In classical life insurance mathematics the obligations of the insurance company towards the policy holders were calculated on artificial conservative assumptions on mortality and interest rates. However, this approach is being superseded by developments in international accounting and solvency standards coupled with other advances enabling a market-based valuation of risk, i.e., its price if traded in a free market. The book describes these approaches, and is the first to explain them in conjunction with more traditional methods. The various chapters address specific aspects of market-based valuation. The exposition integrates methods and results from financial and insurance mathematics, and is based on the entries in a life insurance company's market accounting scheme. The book will be of great interest and use to students and practitioners who need an introduction to this area, and who seek a practical yet sound guide to life insurance accounting and product development.


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Droit des assurances de personnes : aspects civils, techniques et sociaux
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ISBN: 9782804424572 280442457X Year: 2007 Volume: *68 Publisher: Bruxelles Larcier

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