Finanzrisiken in der Assekuranz

Thomas Müller

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

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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.

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Table des matières

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

A propos de l’auteur

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

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Langue Allemand ● Format PDF ● Pages 270 ● ISBN 9783834823076 ● Maison d’édition Springer Fachmedien Wiesbaden GmbH ● Lieu Wiesbaden ● Pays DE ● Publié 2012 ● Téléchargeable 24 mois ● Devise EUR ● ID 2654499 ● Protection contre la copie Adobe DRM

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