Fair value of liabilities : the financial economics perspective
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000nab a2200000 i 4500 | ||
| 001 | MAP20071508691 | ||
| 003 | MAP | ||
| 005 | 20080418130019.0 | ||
| 008 | 030723s2002 usa|||| | |00010|eng d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20080154592$aBabbel, David F. | |
| 245 | 1 | 0 | $aFair value of liabilities$b: the financial economics perspective$cDavid F. Babbel, Jeremy Gold, Craig Merrill |
| 520 | 8 | $aThis paper presents the fundamental approaches of financial economics to valuation. Three methods are demonstrated by which financial economist account for risk. It illustrates how these methods relate to one another and how they can be applied in the valuation of risky corporate bonds, guaranteed investment contracts (GICs) with and without interest rate contingencies, and whole life insurance. Next, it discuss how these models treat orthogonal risks, such as the kind often covered by insurance contracts. Demand side and supply side diversification are treated, and liquidity risk is then considered. It concludes with a summary of the benefits of decomposition and transparency | |
| 650 | 0 | 1 | $0MAPA20080590567$aEmpresas de seguros |
| 650 | 0 | 1 | $0MAPA20080554361$aFair value |
| 650 | 1 | 1 | $0MAPA20080586447$aModelo estocástico |
| 650 | 1 | 1 | $0MAPA20080609184$aValoración de empresas |
| 650 | 1 | 1 | $0MAPA20080561895$aContabilidad |
| 650 | 1 | 1 | $0MAPA20080604394$aValoración de riesgos |
| 650 | 0 | 1 | $0MAPA20080602437$aMatemática del seguro |
| 650 | 1 | 1 | $0MAPA20080591953$aMétodos actuariales |
| 700 | 1 | $0MAPA20080044145$aGold, Jeremy | |
| 700 | 1 | $0MAPA20080108601$aMerrill, Craig | |
| 773 | 0 | $dSchaumburg, Illinois$g2002 ; p. 12-27$tNorth American Actuarial Journal Society of Actuaries |