Finanzrisiken in der Assekuranz

Thomas Müller

Thomas Müller
Finanzrisiken in der Assekuranz [PDF ebook]
Moderne Finanz- und Risikokonzepte in der Versicherungswirtschaft

Soporte

Portada de Thomas Müller: Finanzrisiken in der Assekuranz (PDF)

Die Finanzrisiken in der Assekuranz werden mit Hilfe der modernen Finanztheorie beleuchtet. Dazu wird mit dem Begriff der Duration die Zinssensitivität von Barwerten, Deckungskapital etc. untersucht. Anhand der mathematischen Risikobegriffe werden die modernen risikobasierten Solvenzanforderungen erläutert und ihre Beziehung zur Portfoliotheorie in der Ökonomie gezeigt. Zudem wird die Problematik der neuen risikobasierten Solvenznormen diskutiert. Die Entwicklung der Risiken über die Zeit wird anhand von stochastischen Prozessen erläutert. Daraus werden die bekannten Modelle zur Preisbestimmung von Optionen recht elementar und anschaulich begründet. So können Preis und Wirkung konkreter Absicherungen von Finanzrisiken am Markt aufgezeigt werden.

€22.99

Tabla de materias

Theorie und Wirklichkeit – Bewertungen – Duration, Konvexität und Dispersion – Zinssensitivität – Zinssensitivität von Leibrenten und Sterblichkeitsannahmen – Solvency II und die Aggregation verschiedener Risiken – Portfoliotheorie – Finanzmarktinstrumente – Stochastische Zinsmodelle – Glossar, Lösungen und Index

Sobre el autor

Dr. Thomas Müller, verantwortlicher Aktuar bei einer Versicherungsgesellschaft, Lehrauftrag an der Uni Basel zu ‘Finanztheorie für Aktuare’ im Jahr 2010/2011.

¡Compre este libro electrónico y obtenga 1 más GRATIS!

Idioma Alemán ● Formato PDF ● Páginas 270 ● ISBN 9783834823076 ● Editorial Springer Fachmedien Wiesbaden GmbH ● Ciudad Wiesbaden ● País DE ● Publicado 2012 ● Descargable 24 meses ● Divisa EUR ● ID 2654499 ● Protección de copia Adobe DRM

Requiere lector de ebook con capacidad DRM

Más ebooks del mismo autor / Editor

Thomas Muller

1.374 Ebooks en esta categoría

Mark Zegarelli: Fractions For Dummies

An easy, straightforward, and fun guide for learning fractions and its counterparts Fractions For Dummies is the perfect strategy guide for both understanding and using one of math’s most common (and …

Mary Jane Sterling: Pre-Calculus All-in-One For Dummies

The easy way to understand and retain all the concepts taught in pre-calculus classes Pre-Calculus All-in-One For Dummies is a great resource if you want to do you best in Pre-Calculus. Packed with l …

Benjamin Fine & Anja Moldenhauer: Topics in Infinite Group Theory

This book gives an advanced overview of several topics in infinite group theory. It can also be considered as a rigorous introduction to combinatorial and geometric group theory. The philosophy of th …

Anton Zettl: Recent Developments in Sturm-Liouville Theory

This book provides a modern survey of some basic properties of Sturm-Liouville problems and to bring the reader to the forefront of knowledge of some areas of the theory. For example, some special St …

Rajendra V. Gurjar & Kayo Masuda: Affine Space Fibrations

Affine algebraic geometry has progressed remarkably in the last half a century, and its central topics are affine spaces and affine space fibrations. This authoritative book is aimed at graduate stud …

Olga Kharlampovich & Rizos Sklinos: Groups and Model Theory

This monograph provides an overview of developments in group theory motivated by model theory by key international researchers in the field. Topics covered include: stable groups and generalizations, …

Maurice A. de Gosson: Quantum Harmonic Analysis

Quantum mechanics is arguably one of the most successful scientific theories ever and its applications to chemistry, optics, and information theory are innumerable. This book provides the reader with …

Laura Costa & Rosa María Miró-Roig: Ulrich Bundles

The goal of this book is to cover the active developments of arithmetically Cohen-Macaulay and Ulrich bundles and related topics in the last 30 years, and to present relevant techniques and multiple …

Eiichi Bannai & Etsuko Bannai: Algebraic Combinatorics

Algebraic combinatorics is the study of combinatorial objects as an extension of the study of finite permutation groups, or, in other words, group theory without groups. In the spirit of Delsarte’s t …

Robert G. Bartle: The Elements of Integration and Lebesgue Measure

Consists of two separate but closely related parts. Originally published in 1966, the first section deals with elements of integration and has been updated and corrected. The latter half details the …

ERROR	Lamentamos, embora tenhamos feito o melhor possível: ocorreu um erro
Type	database
Message	You have an error in your SQL syntax; check the manual that corresponds to your MariaDB server version for the right syntax to use near "AND SUBSTRING(categories_id,4,1) != "0") AS cat4, (SELECT categorie..." at line 5
Query	SELECT (SELECT categories_id FROM categories_description WHERE language_id = 6 AND categories_id = 000) AS cat1, (SELECT categories_id FROM categories_description WHERE language_id = 6 AND categories_id = 00 AND SUBSTRING(categories_id,2,1) != "0") AS cat2, (SELECT categories_id FROM categories_description WHERE language_id = 6 AND categories_id = 0 AND SUBSTRING(categories_id,3,1) != "0") AS cat3, (SELECT categories_id FROM categories_description WHERE language_id = 6 AND categories_id = AND SUBSTRING(categories_id,4,1) != "0") AS cat4, (SELECT categories_name FROM categories_description WHERE language_id = 6 AND categories_id = 000) AS cat1name, (SELECT categories_name FROM categories_description WHERE language_id = 6 AND categories_id = 00 AND SUBSTRING(categories_id,2,1) != "0") AS cat2name, (SELECT categories_name FROM categories_description WHERE language_id = 6 AND categories_id = 0 AND SUBSTRING(categories_id,3,1) != "0") AS cat3name, (SELECT categories_name FROM categories_description WHERE language_id = 6 AND categories_id = AND SUBSTRING(categories_id,4,1) != "0") AS cat4name, (SELECT url_text FROM commerce_seo_url_without_language WHERE categories_id = 000) AS cat1url, (SELECT url_text FROM commerce_seo_url_without_language WHERE categories_id = 00 AND SUBSTRING(categories_id,2,1) != "0") AS cat2url, (SELECT url_text FROM commerce_seo_url_without_language WHERE categories_id = 0 AND SUBSTRING(categories_id,3,1) != "0") AS cat3url, (SELECT url_text FROM commerce_seo_url_without_language WHERE categories_id = AND SUBSTRING(categories_id,4,1) != "0") AS cat4url, (SELECT wod_count_products FROM categories WHERE categories_id = 000) AS cat1cnt, (SELECT wod_count_products FROM categories WHERE categories_id = 00 AND SUBSTRING(categories_id,2,1) != "0") AS cat2cnt, (SELECT wod_count_products FROM categories WHERE categories_id = 0 AND SUBSTRING(categories_id,3,1) != "0") AS cat3cnt, (SELECT wod_count_products FROM categories WHERE categories_id = AND SUBSTRING(categories_id,4,1) != "0") AS cat4cnt

ERROR

Tabla de materias

Sobre el autor

Más ebooks del mismo autor / Editor

1.374 Ebooks en esta categoría

Cambiar idioma de usuario

Modal