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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Обложка 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.

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Содержание

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

Об авторе

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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язык немецкий ● Формат PDF ● страницы 270 ● ISBN 9783834823076 ● издатель Springer Fachmedien Wiesbaden GmbH ● город Wiesbaden ● Страна DE ● опубликованный 2012 ● Загружаемые 24 месяцы ● валюта EUR ● Код товара 2654499 ● Защита от копирования Adobe DRM

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