Relevant bibliographies by topics / Valuation in the insurance field

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Academic literature on the topic 'Valuation in the insurance field'

Author: Grafiati
Published: 4 June 2021
Last updated: 12 February 2022

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Journal articles on the topic "Valuation in the insurance field"

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Fine, A. E. M., C. P. Headdon, T. W. Hewitson, C. M. Johnson, I. C. Lumsden, M. H. Maple, P. J. L. O'Keeffe, P. J. Pook, D. E. Purchase, and D. G. Robinson. "Proposals for the statutory basis of valuation of the liabilities of linked long-term insurance business." Journal of the Institute of Actuaries 115, no. 4 (December 1988): 555–630. http://dx.doi.org/10.1017/s0020268100042864.

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1.1 The background to the production of this paper is somewhat involved, but is necessary for an understanding of why it contains what it does. Readers who are familiar with recent developments in the valuation field may proceed straight to Section 2.1.2 Statutory valuations of long-term insurance business under the Insurance Companies Act 1982 (‘the Act’, which superseded the 1974 and 1981 Acts) and the Insurance Companies Regulations 1981 (‘the current Regulations’) have now been prepared by actuaries for some years. Similarly the guidance issued by the profession to Appointed Actuaries, specifically GN1 and GN8, has also remained substantially unchanged over that period. The time was opportune for valuation practice to be reviewed in the light of recent experience.
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Fine, A. E. M., C. P. Headdon, T. W. Hewitson, C. M. Johnson, I. C. Lumsden, M. H. Maple, P. J. L. O'Keeffe, P. J. Pook, D. E. Purchase, and D. G. Robinson. "Proposals for the Statutory Basis of Valuation of the Liabilities of Linked Long-Term Insurance Business." Transactions of the Faculty of Actuaries 41 (1987): 369–443. http://dx.doi.org/10.1017/s0071368600009848.

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1.1 The background to the production of this paper is somewhat involved, but is necessary for an understanding of why it contains what it does. Readers who are familiar with recent developments in the valuation field may proceed straight to Section 2.1.2 Statutory valuations of long-term insurance business under the Insurance Companies Act 1982 (“the Act”, which superseded the 1974 and 1981 Acts) and the Insurance Companies Regulations 1981 (“the current Regulations”) have now been prepared by actuaries for some years. Similarly the guidance issued by the profession to Appointed Actuaries, specifically GN1 and GN8, has also remained substantially unchanged over that period. The time was opportune for valuation practice to be reviewed in the light of recent experience.
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Mutaqin, Dadang Jainal, and Koichi Usami. "Smallholder Farmers’ Willingness to Pay for Agricultural Production Cost Insurance in Rural West Java, Indonesia: A Contingent Valuation Method (CVM) Approach." Risks 7, no. 2 (June 20, 2019): 69. http://dx.doi.org/10.3390/risks7020069.

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To reduce the negative impacts of risks in farming due to climate change, the government implemented agricultural production cost insurance in 2015. Although a huge amount of subsidy has been allocated by the government (80 percent of the premium), farmers’ participation rate is still low (23 percent of the target in 2016). In order to solve the issue, it is indispensable to identify farmers’ willingness to pay (WTP) for and determinants of their participation in agricultural production cost insurance. Based on a field survey of 240 smallholder farmers in the Garut District, West Java Province in August–October 2017 and February 2018, the contingent valuation method (CVM) estimated that farmers’ mean willingness to pay (WTP) was Rp 30,358/ha/cropping season ($2.25/ha/cropping season), which was 16 percent lower than the current premium (Rp 36,000/ha/cropping season = $2.67/ha/cropping season). Farmers who participated in agricultural production cost insurance shared some characteristics: operating larger farmland, more contact with agricultural extension service, lower expected production for the next cropping season, and a downstream area location.
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Shee, Apurba, Carlo Azzarri, and Beliyou Haile. "Farmers’ Willingness to Pay for Improved Agricultural Technologies: Evidence from a Field Experiment in Tanzania." Sustainability 12, no. 1 (December 26, 2019): 216. http://dx.doi.org/10.3390/su12010216.

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Initiatives on the sustainable intensification of agriculture have introduced improved technologies tailored to farmers’ local conditions by trial demonstration with free provision of improved seeds and fertilizers. It is not clear, though, whether smallholder farmers would be willing to pay for these technologies, and what factors determine their informed demand. Using a contingent valuation experiment, combined with information at baseline among 400 households in Northern Tanzania, this study measured farmers’ willingness to pay (WTP) for hybrid maize seed and local inorganic fertilizer. Farmers’ WTP was estimated using a dichotomous contingent valuation with follow-up model. Results showed that the average WTP was 61% higher for hybrid maize seed, and 15% lower for inorganic fertilizer, than their respective average local market prices during the reference period, suggesting that farmers were willing to pay a premium for hybrid maize seed, while they did not seem to be interested in fertilizer purchase at current market price. Moreover, since improved access to extension services was found to positively affect farmers’ WTP, strengthening extension services could be a suitable policy intervention to increase farmers’ demand for improved technologies. On the other hand, farmers’ risk aversion was negatively correlated with WTP for both technologies. This result suggests that encouraging risk reduction options, such as agricultural insurance, could be a useful policy strategy for boosting farmers’ demand for improved agricultural technologies.
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Prykazyuk, Nataliia, and Lesya Bilokin'. "THEORETICAL ORDERING OF THE METHODS AND TOOLS OF FINANCIAL RISK MANAGEMENT OF INSURANCE COMPANIES." Economic Analysis, no. 27(1) (2017): 139–49. http://dx.doi.org/10.35774/econa2017.01.139.

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Essence of methods and tools of financial risk management of insurance companies are defined. It has been founf out that the methods of financial risk management of the insurer can be called a system of techniques in the field of financial risk management. Its use allows to solve a number of tasks to a certain extent. For example, it can allow to foresee the occurrence of risk events in the process activities of insurance companies and identify different ways of their avoidance, minimization, and transfer, and to take measures to reduce the consequences of occurrence of such events to the insurer. It has been defined that the tools of financial risk management of the insurance company are the totality of means. With their help we can make the analysis, control and funding of possible financial risks of the insurer that can arise in the process of implementation of economic activity. The methods and tools of financial risk management are closely connected. The main methods of financial risk management of the insurance company are analyzed. The most common methods of risk management in insurance are risk assessment, risk avoidance, risk reduction, risk acceptance, risk transfer. The instruments of financial risk management of the insurer, in particular, stress testing, early warning tests, Monte-Carlo, VaR-methodology, methods, which are based on calculation of indicators of ES, EVA and RAROC, as well as hedging, diversification, valuation, self-insurance, co-insurance and reinsurance are defined. The necessity to use the methods and tools of financial risk management by insurance companies is defined. It has ben provrd that the insurance company should choose the most appropriate methods and tools for risk management. The company should also take into account all the peculiarities of its activities and will assist in the evaluation and control of existing and prevention of possible risks.
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Terletska, Viktoria. "Approaches and methods of evaluation of the innovation company." Management and Entrepreneurship in Ukraine: the stages of formation and problems of development 2021, no. 1 (June 1, 2021): 177–82. http://dx.doi.org/10.23939/smeu2021.01.177.

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The article the main traditional approaches to business valuation, namely: profitable, costly and comparative have been explored and analyzed. The main methods within each of the traditional approaches have been investigated. The methods of estimating the value of business by income approach are the method of capitalization of net income, the method of capitalization of dividends, the method of capitalization of excess income and the method of discounting cash flow. The methods of estimating the value of business by the cost approach are: the method of net book value, the method of adjusted book value, the method of estimating the net market value of tangible assets, the replacement cost method, the replacement cost method and the liquidation value method. The methods of estimating the value of business by a comparative approach are the method of industry ratios, the method of comparing sales and the method of multipliers. In addition, it is found that in modern conditions, traditional approaches to assessing the value of the business “in its pure form” are not always used by venture investors, and the most popular methods are contractual, multipliers, discounted cash flow, venture and real options. Synthetic models play an important role today. In world practice, many different approaches are used to assess the value of companies, their assets, business in general. However, the issue of evaluation is still insufficiently addressed. When conducting valuation work in enterprises, many of the existing approaches are either not used at all, or are used very rarely, resulting in practice does not always achieve a comprehensive, complete and objective assessment of the amount of capital. A characteristic feature in determining the value of the business within the application of each of the commonly used methods is the need to take into account various aspects of financial activities, which leads to different estimates of the value of the business, which requires coordination of the results. This situation involves the selection of key cost parameters to obtain the final value of the business. Given the above, there is a need and feasibility to reconcile the results of business valuation methods, which will help to obtain a reasonable value by combining the advantages of each of the traditional methods. Determining the value of the company is one of the most important tasks in the field of corporate governance, which makes it possible to assess the level of competitiveness and success of the company in the market. The process of determining the value is carried out with a specific purpose: calculating the sale price, property insurance, obtaining a loan, etc., which determines the choice of valuation method. Business valuation is the determination of the value of a business as a property complex that can bring profit to the owner. When conducting an appraisal examination, the value of all the company’s assets is determined: real estate, machinery and equipment, inventories, financial investments, intangible assets. In addition, the efficiency of the company, its past, present and future revenues, development prospects and competitive environment in this market are assessed separately, and then the evaluated company is compared with similar companies. On the basis of such a comprehensive analysis, the business is actually assessed as a property complex that can be profitable.
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Irawan, Ferry, and Wirdatul Khusna Febri Safitri. "Kajian Proses Penilaian Kewajaran atas Transaksi Sewa Pihak Berelasi." Owner 5, no. 2 (August 9, 2021): 278–88. http://dx.doi.org/10.33395/owner.v5i2.491.

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This research aims to identify the fairness assessment procedures of related-party transactions by the tax assessor functional at KPP Madya Surabaya as well as the resistancesoccured whilemaking the assessment. This research applies qualitative method with descriptive research type. The focus of this research is to ascertain the assessment procedures carried out by the tax assessor functional at KPP Madya Surabaya with the types of transactions in the form of machine and equipment rental for the cigarette industry between the related-party (PT ABC and PT XYZ) The assessment is achived by adopting the income approach. The results of this study indicate that the valuation of fair market rental rates is implemented by referring to the investment feasibility criteria. The rental price is said to be reasonable if it yields NPV> 0, IRR>WACC and does not exceed the tenant's maximum return level (interest rate for investment credit in 2017 is 10.29% + bank credit risk (insurance 5%)).There are no specific provisions regarding how much numbers are used as long as they meet the criteria used by the tax assessor functional of the Surabaya Tax Office. The Resistance during the assessment process arises due to the lack of taxpayers and related parties disclosure regarding to the data and required information in the assessment. Apart from that, the assessment object which is classified as special property and the conditions during the field visit were different from the day of the assessment
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Bokšová, Jiřina. "Valuation of Insurance Contracts." Český finanční a účetní časopis 2008, no. 2 (June 1, 2008): 54–61. http://dx.doi.org/10.18267/j.cfuc.270.

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Atkins, Thomas L., Louise M. McCarthy, and J. H. Albert. "Property insurance valuation issues." Perspectives in Healthcare Risk Management 9, no. 1 (September 2, 2009): 5–8. http://dx.doi.org/10.1002/jhrm.5600090104.

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Jacque, Laurent L., and Charles S. Tapiero. "Premium valuation in international insurance." Scandinavian Actuarial Journal 1987, no. 1-2 (January 1987): 50–61. http://dx.doi.org/10.1080/03461238.1987.10413817.

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Dissertations / Theses on the topic "Valuation in the insurance field"

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Bureš, Petr. "Oceňování rodinných domů v pojišťovnictví." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2013. http://www.nusl.cz/ntk/nusl-232722.

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Master´s thesis addresses the issue of valuation of residental houses in the insurance field. The aim is not only to describe how the houses are valued for insurance purposes, but also highlight the potential risks of insurance. The first section contains general issues of property valuation, basic concepts and most frequently used method. Further follow-up of the work is already fully focused on valuation methods in the insurance field, the description of most used method and other selected methods. The practical part contains the valuation of selected house by cost way method, through the itemized budget and according to unit prices. After the valuation is dealt accuracy and elaborateness of selected methods and assessed the risks that may result in property price misused to influence.
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Fischer, Tom. "Valuation and risk management in life insurance." Phd thesis, [S.l. : s.n.], 2004. http://elib.tu-darmstadt.de/diss/000412.

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Fu, Xingran. "On valuation of non-hedgeable insurance risks." Thesis, Heriot-Watt University, 2007. http://hdl.handle.net/10399/2095.

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As the demand increases from the International Accounting Standards Board CIASB), there is correspondingly an increa..c:;ing interest in establishing a set of standard valuation approaches, which can give a clear measurement of the value of both liabilities and a..c:;sets. In the insurance industry, especially for the pensions providers and the life insurers, the importance of non-hedgable insurance risks, such as the longevity risks, is now being recognized. The appearance of insurance-linked securities provides some suitable hedging instruments to a..c:;sist the insurance r' institutions in managing these non-hedgable risk exposures. The aim of this thesis is to investigate the valuation of non-hedgable insurance risks and consider how the insurance institutions can use insura'nce-linked securities to hedge these risks. We start from a simple discrete multi-period market model. By issuing a new security, which can be viewed a..c:; an insurance liability, we are looking for the equilibrium price of the new a..c:;set. We will also use some pricing methods from financial mathematics, Le. risk minimization methods and the variance optimal martingale approach, to value the new asset.. We also introduce a set of approximate pricing methods based on power series expansions. Based on a two-factor stochastic mortality model, we simulate the price of a pension annuity. By using a linear approximation method, we bridge the gap between the discrete time model and continuous model. We extend the discrete market model to a continuous model, and we consider an investor with some future insurance liability. We use the martingale approach with a pension annuity as the numeraire and the stochastic optimal control method to find out the investor's optimal terminal wealth and the optimal trading portfolio process. By introducing a new asset, (that is, an insurance-linked security into the market model), we investigate how the investor can use the new asset to hedge the insurance risk, and how to benefit from the insurance-linked asset. We also consider some more complex asset models, such as a stochastic interest rate model, as well as a more complex and practical pension annuity model. We also investigate how the choice of a numeraire can simplify the calculation process by using a numeraire with,a general form.
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Mürmann, Alexander. "Financial and actuarial valuation of insurance derivatives." Thesis, London School of Economics and Political Science (University of London), 2002. http://etheses.lse.ac.uk/2103/.

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This dissertation looks into the interplay of financial and insurance markets that is created by securitization of insurance related risks. It comprises four chapters on both the common ground and different nature of actuarial and financial risk valuation. The first chapter investigates the market for catastrophe insurance derivatives that has been established at the Chicago Board of Trade in 1992. Modeling the underlying index as a compound Poisson process the set of financial derivative prices that exclude arbitrage opportunities is characterized by the market prices of frequency and jump size risk. Fourier analysis leads to a representation of price processes that separates the underlying stochastic structure from the contract's payoff and allows derivation of the inverse Fourier transform of price processes in closed form. In a market with a representative investor, market prices of frequency and jump size risk are uniquely determined by the agent's coefficient of absolute risk aversion which consequently fixes the price process on the basis of excluding arbitrage strategies. The second chapter analyzes a model for a price index of insurance stocks that is based on the Cramer-Lundberg model used in classical risk theory. It is shown that price processes of basic securities and derivatives can be expressed in terms of the market prices of risk. This parameterization leads to formulae in closed form for the inverse Fourier transform of prices and the conditional probability distribution. Financial spreads are examined in more detail as their structure resembles the characteristics of stop loss reinsurance treaties. The equivalence between a representative agent approach and the Esscher transform is shown and the financial price process that is robust to these two selection criteria is determined. Finally, the analysis is generalized to allow for risk processes that are perturbed by diffusion. In the third chapter an integrated market is introduced containing both insurance and financial contracts. The calculation of insurance premia and financial derivative prices is presented assuming the absence of arbitrage opportunities. It is shown that in contrast to financial contracts, there exist infinitely many market prices of risk that lead to the same premium process. Thereafter a link between financial and actuarial prices is established based on the requirement that financial prices should be consistent with actuarial valuation. This connection is investigated in more detail under certain premium calculation principles. The starting point of the final chapter is the Fourier technique developed in Chapters 1 and 2. It is the aim of this chapter to generalize the analysis to underlying Levy processes. Expressions for the conditional moments and probabilities based on these processes are derived and their inverse Fourier transforms are obtained in closed form. The representation of conditional moments and probabilities separates the stochastic structure from the deterministic dependence on the underlying Levy processes.
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Max, Claudia [Verfasser]. "Valuation and Value Creation of Insurance Intermediaries / Claudia Max." Frankfurt : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2016. http://d-nb.info/1102805467/34.

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Widing, Björn, and Jimmy Jansson. "Valuation Practices of IFRS 17." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-224211.

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This research assesses the IFRS 17 Insurance Contracts standard from a mathematical and actuarial point of view. Specifically, a valuation model that complies with the standard is developed in order to investigate implications of the standard on financial statements of insurance companies. This includes a deep insight into the standard, construction a valuation model of a fictive traditional life insurance product and an investigation of the outcomes of the model. The findings show firstly that an investment strategy favorable for valuing insurance contracts according to the standard may conflict with the Asset & Liability Management of the firm. Secondly, that a low risk adjustment increases the contractual service margin (CSM) and hence the possibility of smoothing profits over time. Thirdly, that the policy for releasing the CSM should take both risk-neutral and real assumptions into account.
I denna rapport ansätts redovisningsstandarden IFRS 17 Insurance Contracts utifrån ett matematiskt och aktuariellt perspektiv. En värderingsmodell som överensstämmer med standarden konstrueras för att undersöka standardens implikationer på ett försäkringsbolags resultaträkning. Detta inkluderar en fördjupning i standarden, konstruktion och modellering av en fiktiv traditionell livförsäkringsprodukt samt undersökning av resultaten från modellen. Resultaten visar att det finns en möjlig konflikt mellan investeringsstrategier som är gynnsamma med avseende på värdering enligt standarden och ett försäkringsbolags tillgångs- och skuldförvaltning. Vidare leder en låg riskjustering till en högre avtalsmässig servicemarginal (CSM) vilket ökar möjligheten att utjämna vinster över tid. Slutligen bör policyn för hur CSM frisläpps beakta både risk-neutrala och verkliga antaganden.
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Brown, Anthony Mark. "Risk and valuation at the interface of insurance and finance." Thesis, Imperial College London, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.414201.

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Haboub, Ahmad. "Essays on equity valuation and accounting conservatism for insurance companies." Thesis, Brunel University, 2017. http://bura.brunel.ac.uk/handle/2438/15823.

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This thesis contributes to the literature in the finance and accounting field throughout its three empirical chapters. The first empirical chapter contributes to the literature on accounting conservatism in several ways; first, it investigates the accounting conservatism of US insurance companies using four measures, namely, non-operating accruals, skewness of earnings and cash flows, book to market ratio and asymmetric timeliness measures. Second, this paper compares these four measures in order to determine the association and differences between them. Finally, the level of accounting conservatism of the insurance companies is compared to that of a sample of commercial banks to check whether they have similar levels of accounting conservatism. The results of the first chapter suggest that the changes in accounting performance, as measured by return over assets, can be partly explained by accounting conservatism, since it is measured by the accumulation of non-operating accruals, skewness of operating cash flow and accruals, book to market ratio, adjusted book to market ratio and Basu's asymmetric measure. All of these four measures give robust evidence that insurance companies' accounts tended to be conservative for the whole sample period, and that the level of conservatism has risen over the years. More interestingly, a t test for the differences in means suggests that accruals conservatism show on average a higher level of accounting conservatism than book value conservatism does. Finally, our results, based on a constant sample consist of 92 banks and 46 insurance companies whose data are available for all the sample years; they suggest that both insurance companies and banks have similar levels of accounting conservatism due to their similar reporting characteristics. The second empirical chapter contributes to the existing literature on equity valuation in two ways. First, it confirms the importance of imposing linear information dynamics when predicting the equity values of insurance companies, because the restricted models result in fewer error metrics. Second, it highlights the role of the accruals components in the equity valuation of US insurance companies by demonstrating that the incorporation of accrual components in the residuals income valuation model suggested by Ohlson (1995) has smaller error metrics than those of aggregate net income. Our results are based on a sample of US insurance companies, which consists of 718 firm-year observations over the period from 2001 to 2012. For instance, our results suggest that total accruals, changes in insurance reserve, changes in account receivables, and deferred acquisition costs have an incremental ability to predict equity market value over abnormal earnings and book values. Furthermore, the predictive ability of changes in insurance reserves is higher than the predictive ability of changes in account receivables and the change in deferred acquisition costs without imposing the LIM structures. However, when the LIM structure is imposed the predictive ability of changes in deferred acquisition costs is higher than the predictive ability of both changes in accounts receivable and changes in insurance reserves. Our final empirical chapter contributes to the literature on accounting anomalies by investigating the value to price anomaly (V/P), where the fundamental value (V) is estimated using the residual income valuation model. Motivated by the findings of Hwang and Lee (2013), Fama and French (2015), and Fama and French (2016), Chapter Four asks whether V/P strategies reflect the risks factor or whether this is better explained by market inefficiency, and whether Fama and French's five-factor model can explain the excess return of V/P. To answer the previous questions we use data from the merger of COMPUSTAT, CRSP, I/B/E/S for all the non-financial firms listed in AMEX, NYSE, and NASDAQ during the period from 1987 to 2015. Our findings suggest that the V/P ratio is positively correlated to future stock returns after controlling for several firm characteristics, which are known to be proxies of common risks. Our results indicate that the omission of risk factors is not likely to be an explanation of the V/P effect. To answer the second question, we compare the performances of different asset pricing models by calculating the GRS F-statistics. Our findings clearly indicate that the five-factor model of Fama and French performs better than either the CAPM or the traditional Fama and French three factor model. These results confirm that the excess returns of V/P strategy vary due to the differences in size, the B/M ratio, operating profit and betas across quintile portfolios. However, these factors cannot explain all the variation in excess returns; moreover, the stocks in the high V/P may be riskier than the stocks in the low V/P portfolios in certain other dimensions.
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Murotani, Takahiro. "A study on anabelian geometry of complete discrete valuation fields." Doctoral thesis, Kyoto University, 2021. http://hdl.handle.net/2433/263442.

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Cetinkaya, Sirzat. "Valuation Of Life Insurance Contracts Using Stochastic Mortality Rate And Risk Process Modeling." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/3/12608214/index.pdf.

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In life insurance contracts, actuaries generally value premiums using deterministic mortality rates and interest rates. They have ignored them stochastically in most of the studies. However it is known that neither interest rates nor mortality rates are constant. It is also known that companies may encounter insolvency problems such as ruin, so the ruin probability need to be added to the valuation of the life insurance contracts process. Insurance companies should model their surplus processes to price some types of life insurance contracts and to see risk position. In this study, mortality rates and surplus processes are modeled and financial strength of companies are utilized when pricing life insurance contracts.
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Books on the topic "Valuation in the insurance field"

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United States. Congress. House. Committee on Financial Services. Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises. Broken dreams in the Poconos: The response of the secondary markets and implications for federal legislation : field hearing before the Subcommittee on Capital Markets, Insurance and Government Sponsored Entereprises [sic] of the Committee on Financial Services, U.S. House of Representatives, One Hundred Eighth Congress, second session, June 14, 2004. Washington: U.S. G.P.O., 2004.

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United States. Congress. House. Committee on Financial Services. Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises. Broken dreams in the Poconos: The response of the secondary markets and implications for federal legislation : field hearing before the Subcommittee on Capital Markets, Insurance and Government Sponsored Entereprises [sic] of the Committee on Financial Services, U.S. House of Representatives, One Hundred Eighth Congress, second session, June 14, 2004. Washington: U.S. G.P.O., 2004.

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United States. Congress. House. Committee on Financial Services. Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises. Broken dreams in the Poconos: The response of the secondary markets and implications for federal legislation : field hearing before the Subcommittee on Capital Markets, Insurance and Government Sponsored Entereprises [sic] of the Committee on Financial Services, U.S. House of Representatives, One Hundred Eighth Congress, second session, June 14, 2004. Washington: U.S. G.P.O., 2004.

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Hans, Bühlmann, and Furrer Hansjörg, eds. Market-consistent actuarial valuation. 2nd ed. Berlin: Springer, 2010.

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K, Polkinghorn Philip, ed. Valuation of life insurance liabilities. 2nd ed. Winsted, Conn: ACTEX Publications, 1992.

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Tullis, Mark A. Valuation of life insurance liabilities. 3rd ed. Winsted, Conn: ACTEX Publications, 1996.

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Tullis, Mark A. Valuation of life insurance liabilities. Winsted, Conn: ACTEX Publications, 1990.

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Wüthrich, Mario V. Financial Modeling, Actuarial Valuation and Solvency in Insurance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.

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Wüthrich, Mario V., and Michael Merz. Financial Modeling, Actuarial Valuation and Solvency in Insurance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-31392-9.

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Meyer, Richard F. The valuation of Carefirst: Preliminary report. Washington, DC]: DC Appleseed Center, 2003.

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Book chapters on the topic "Valuation in the insurance field"

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Coppola, Mariarosaria, Valeria D’Amato, Emilia di Lorenzo, and Marilena Sibillo. "Risk Measuremant and Fair Valuation Assessment in the Life Insurance Field." In Coping with the Complexity of Economics, 149–56. Milano: Springer Milan, 2009. http://dx.doi.org/10.1007/978-88-470-1083-3_9.

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Koller, Michael. "Abstract Valuation." In Stochastic Models in Life Insurance, 145–61. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-28439-7_11.

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Dunsford, Cameron, Mark Klenke, and Ashley Grant. "Valuation for insurance purposes." In Principles and Practice of Property Valuation in Australia, 235–48. 3rd ed. London: Routledge, 2021. http://dx.doi.org/10.1201/9781003049555-chapter19.

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Wüthrich, Mario V., and Michael Merz. "Valuation Portfolio." In Financial Modeling, Actuarial Valuation and Solvency in Insurance, 169–204. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-31392-9_7.

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Wüthrich, Mario V., Hans Bühlmann, and Hansjörg Furrer. "Valuation portfolio in life insurance." In Market-Consistent Actuarial Valuation, 43–68. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-14852-1_3.

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Bacinello, A. R. "Portfolio Valuation In Life Insurance." In Insurance and Risk Theory, 385–99. Dordrecht: Springer Netherlands, 1986. http://dx.doi.org/10.1007/978-94-009-4620-0_27.

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Wüthrich, Mario V., Hans Bühlmann, and Hansjörg Furrer. "Valuation portfolio in non-life insurance." In Market-Consistent Actuarial Valuation, 89–137. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-14852-1_5.

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Wüthrich, Mario V. "The Valuation Portfolio in Life Insurance." In Market-Consistent Actuarial Valuation, 45–72. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-46636-1_3.

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Wüthrich, Mario V., and Michael Merz. "Protected Valuation Portfolio." In Financial Modeling, Actuarial Valuation and Solvency in Insurance, 205–59. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-31392-9_8.

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Wüthrich, Mario V. "The Valuation Portfolio in Non-life Insurance." In Market-Consistent Actuarial Valuation, 91–130. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-46636-1_5.

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Conference papers on the topic "Valuation in the insurance field"

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Hu, Jinjin. "Fair Valuation of Participating Life Insurance Contracts." In 2010 International Conference on Management and Service Science (MASS 2010). IEEE, 2010. http://dx.doi.org/10.1109/icmss.2010.5576932.

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Bissiri, M., and R. Cogo. "Behavioral Value Adjustments for Mortgage Valuation." In Innovations in Insurance, Risk- and Asset Management. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813272569_0001.

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Cui, Wei, Min Dai, Steven Kou, Yaquan Zhang, Chengxi Zhang, and Xianhao Zhu. "Interest Rate Swap Valuation in the Chinese Market." In Innovations in Insurance, Risk- and Asset Management. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813272569_0013.

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Wang, Qi, Zhijun Xu, and Huodi Chen. "Valuation Unit-Linked Life Insurance with Continuous-Installment Premium." In 2011 International Conference on Management and Service Science (MASS 2011). IEEE, 2011. http://dx.doi.org/10.1109/icmss.2011.5998500.

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Zelinová, Silvia. "VALUATION OF INSURANCE CONTRACTS BY VFA METHOD UNDER IFRS 17." In 16th International Bata Conference for Ph.D. Students and Young Researchers. Tomas Bata University in Zlín, 2020. http://dx.doi.org/10.7441/dokbat.2020.49.

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Shakourifar, Mohammad, Ranjan Bhaduri, Ben Djerroud, Fei Meng, David Saunders, and Luis Seco. "Fixed-Income Returns from Hedge Funds with Negative Fee Structures: Valuation and Risk Analysis." In Innovations in Insurance, Risk- and Asset Management. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813272569_0009.

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Laine, J. P. "Option Valuation of Field Development Projects." In SPE Hydrocarbon Economics and Evaluation Symposium. Society of Petroleum Engineers, 1997. http://dx.doi.org/10.2118/37965-ms.

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Tse, Anson H. T., David B. Thomas, and Wayne Luk. "Accelerating Quadrature Methods for Option Valuation." In 2009 17th IEEE Symposium on Field Programmable Custom Computing Machines. IEEE, 2009. http://dx.doi.org/10.1109/fccm.2009.36.

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Zhivotova, K. O., and A. V. Fadeev. "Features of insurance in the field of tourism." In ТЕНДЕНЦИИ РАЗВИТИЯ НАУКИ И ОБРАЗОВАНИЯ. НИЦ «Л-Журнал», 2018. http://dx.doi.org/10.18411/lj-06-2018-62.

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Ghesmoune, Mohammed, Mustapha Lebbah, Hanane Azzag, Salima Benbernou, Mourad Ouziri, and Tarn Duong. "A Complete Data Science Work-flow For Insurance Field." In 2018 IEEE International Conference on Big Data (Big Data). IEEE, 2018. http://dx.doi.org/10.1109/bigdata.2018.8622534.

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Reports on the topic "Valuation in the insurance field"

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Chen, Kuan-Ming, Claire Ding, John List, and Magne Mogstad. Reservation Wages and Workers’ Valuation of Job Flexibility: Evidence from a Natural Field Experiment. Cambridge, MA: National Bureau of Economic Research, September 2020. http://dx.doi.org/10.3386/w27807.

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Serfilippi, Elena, Michael Carter, and Catherine Guirkinger. Insurance Contracts when Individuals “Greatly Value” Certainty: Results from a Field Experiment in Burkina Faso. Cambridge, MA: National Bureau of Economic Research, September 2018. http://dx.doi.org/10.3386/w25026.

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Domurat, Richard, Isaac Menashe, and Wesley Yin. The Role of Behavioral Frictions in Health Insurance Marketplace Enrollment and Risk: Evidence from a Field Experiment. Cambridge, MA: National Bureau of Economic Research, August 2019. http://dx.doi.org/10.3386/w26153.

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