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Finanzrisiken in der Assekuranz

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Brand
Springer Nature
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N/A
Part Number
0
GTIN
9783834823076
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New
Product Description

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

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