
By Thomas Müller
Die Finanzrisiken in der Assekuranz werden mit Hilfe der modernen Finanztheorie beleuchtet. Dazu wird mit dem Begriff der period die Zinssensitivität von Barwerten, Deckungskapital and so on. 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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Finanzrisiken in der Assekuranz: Moderne Finanz- und Risikokonzepte in der Versicherungswirtschaft (Studienbücher Wirtschaftsmathematik) (German Edition) by Thomas Müller
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