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Littérature scientifique sur le sujet « Consistent valuation »

Auteur : Grafiati

Publié le 9 mars 2023

Mis à jour le 31 juillet 2025

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Articles de revues sur le sujet "Consistent valuation"

Sheldon, T. J., and A. D. Smith. "Market Consistent Valuation of Life Assurance Business." British Actuarial Journal 10, no. 3 (2004): 543–605. http://dx.doi.org/10.1017/s1357321700002695.

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ABSTRACTIn recent years there has been a trend towards market consistent valuation in those institutions for which actuaries have responsibilities. The larger United Kingdom with-profits insurance companies are now preparing realistic balance sheets, both for internal purposes and also at the request of the Financial Services Authority. International accounting standards have been moving to a fair value approach. Pension fund accounting under FRS 17 has also moved in this direction.In this paper we examine the reasons for the adoption of market consistent valuation and discuss some of the comm

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Esteller-Moré, Alejandro, and Montserrat Eres-García. "A Note on Consistent Players’ Valuation." Journal of Sports Economics 3, no. 4 (2002): 354–60. http://dx.doi.org/10.1177/152700202237500.

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Małkowska, Agnieszka, and Małgorzata Uhruska. "Towards Specialization or Extension? Searching for Valuation Services Models Using Cluster Analysis." Real Estate Management and Valuation 27, no. 4 (2019): 27–38. http://dx.doi.org/10.2478/remav-2019-0033.

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Abstract The paper delivers original data on specialization in property valuation services in Poland. Its aim is to identify relatively homogeneous groups of property appraisers taking into consideration the scope of services performed by them and the types of clients served. Based on the survey results, it was possible to indicate major models in property valuation services consistent with market applications, which allows us to verify the thesis on specialization in doing business in property valuation. The research strategy approach is twofold. Firstly, we have used the agglomerative cluste

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Beer, Simone, and Alexander Braun. "Market-consistent valuation of natural catastrophe risk." Journal of Banking & Finance 134 (January 2022): 106350. http://dx.doi.org/10.1016/j.jbankfin.2021.106350.

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Macrina, Andrea, and Obeid Mahomed. "Consistent Valuation Across Curves Using Pricing Kernels." Risks 6, no. 1 (2018): 18. http://dx.doi.org/10.3390/risks6010018.

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Holland, Larry C. "Calculating a Consistent Terminal Value in Multistage Valuation Models." Accounting and Finance Research 7, no. 1 (2017): 1. http://dx.doi.org/10.5430/afr.v7n1p1.

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Valuation analysis based on the present value of future cash flows often requires a multistage valuation model which includes a terminal value. An accurate calculation of the terminal value is very important, particularly if it represents a significant portion of the stock price. A typical analysis would include a finite forecast of cash flows for a five to ten-year period followed by a terminal value that represents all the cash flows thereafter. A common assumption is that the valuation cash flows beyond the finite horizon simply continue to grow at a lower long-term growth rate. The analysi

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Azar, Samih Antoine. "LOSS AVERSION IS CONSISTENT WITH STOCK MARKET BEHAVIOR." International Journal of Accounting & Finance Review 5, no. 4 (2020): 60–73. http://dx.doi.org/10.46281/ijafr.v5i4.893.

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The purpose of this paper is to verify that discrete statistical distributions of the US stock market are consistent with loss aversion. Loss aversion has the following tenets: an S-shaped valuation function, characterized by diminishing sensitivity, a loss aversion coefficient higher than +1, probability weighting, and reference-dependence. Diminishing sensitivity implies that the exponent of the valuation function is between 0 and +1. It is expected that this exponent be higher for losses. Probability weighting replaces objective with subjective probabilities. Loss aversion is indicated by a

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Barniv, Ran, Ole-Kristian Hope, Mark J. Myring, and Wayne B. Thomas. "Do Analysts Practice What They Preach and Should Investors Listen? Effects of Recent Regulations." Accounting Review 84, no. 4 (2009): 1015–39. http://dx.doi.org/10.2308/accr.2009.84.4.1015.

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ABSTRACT: From 1994 to 1998, Bradshaw (2004) finds that analysts' stock recommendations relate negatively to residual income valuation estimates (scaled by current price) but positively to valuation heuristics based on the price-to-earnings-to-growth ratio and long-term growth. These results are surprising, especially considering that future returns relate positively to residual income valuation estimates and negatively to heuristics. Using a large sample of analysts for the 1993–2005 period, we consider whether recent regulatory reforms affect this apparent inconsistent analyst behavior. Cons

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KOVACEVIC, RAIMUND M., and GEORG CH PFLUG. "ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?" International Journal of Theoretical and Applied Finance 17, no. 01 (2014): 1450003. http://dx.doi.org/10.1142/s0219024914500034.

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Multi-period risk functionals assign a risk value to discrete-time stochastic processes. While convexity and monotonicity extend in straightforward manner from the single-period case, the role of information is more problematic in the multi-period situation. In this paper, we define multi-period functionals in such a way that the development of available information over time (expressed as a filtration) enters explicitly the definition of the functional. This allows to define and study the property of information monotonicity, i.e. monotonicity w.r.t. increasing filtrations. On the other hand,

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Buckner, Dean, Kevin Dowd, and Hardy Hulley. "A market consistent approach to the valuation of no-negative equity guarantees and equity release mortgages." Journal of Demographic Economics 89, no. 3 (2023): 349–72. http://dx.doi.org/10.1017/dem.2023.6.

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AbstractThis paper provides a new market consistent approach to the valuation of no negative equity guarantees and equity release mortgages. The paper provides a new approach to the estimation of volatility inputs. The proposed approach to volatility produces a volatility term structure that is dependent on the age and gender of the borrower. Illustrative valuations are provided based on the Black ’76 put pricing formula and mortality projections based on the M5 Cairns–Blake–Dowd mortality model. Results show interesting ramifications for industry practice and prudential regulation.

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Thèses sur le sujet "Consistent valuation"

Liu, Qing. "A consistent framework for valuation under collateralization, credit risk and funding costs." Thesis, Imperial College London, 2015. http://hdl.handle.net/10044/1/31877.

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We develop a consistent, arbitrage-free framework for valuing derivative trades with collateral, counterparty credit risk, and funding costs. This is achieved by modifying the payout cash-flows for the trade position. The framework is flexible enough to accommodate actual trading complexities such as asymmetric collateral and funding rates, replacement close-out, and rehypothecation of posted collateral. We show also how the traditional self-financing condition is adjusted to reflect the new market realities. The generalized valuation equation takes the form of a forward-backward SDE or semi-l

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Kang, Zhuang. "Illiquid Derivative Pricing and Equity Valuation under Interest Rate Risk." University of Cincinnati / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1282168157.

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ARDUCA, MARIA. "Measures of Risk: valuation and capital adequacy in illiquid markets, and systemic risk." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2021. http://hdl.handle.net/10281/307643.

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In questa tesi studiamo problemi di pricing e misure di rischio in mercati con frizioni, e misure di rischio sistemico. Il contesto è quello di mercati uniperiodali. Nel primo capitolo consideriamo un modello con costi di transazione convessi all'istante iniziale, vincoli convessi sui portafogli, e insieme di accettazione convesso che riflette le preferenze di un agente che agisce da compratore sul mercato. Definiamo l'insieme dei "prezzi consistenti" per ogni possbile payoff, dove con consistenti intendiamo sia rispetto al mercato, sia rispetto alle preferenze dell'agente. Mostriamo che l'est

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Berg, Isak, and Richard Stadig. "Market-consistent valuation of a pension product with guarantee in line with Solvency II : An applied case study to improve knowledge about how rationality and stressed conditions with respect to market- and insurance risk will impact the balance sheet." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-123141.

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Traditional pension products have today been replaced by products that are linked directly to the unit value of some kind of investment portfolio. These products contribute to more vulnerable situations for insurance companies in terms of uncertainties of future obligations. This master thesis aims to create a general valuation model in line with Solvency II regulation, which is able to value the best estimate of the insurance liability. The model will use a state model, stochastic scenario generator model and the Makeham function for estimating mortality intensity. An applied case study was c

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Frederico, Sofia Gandiaga. "Avaliação de opções e garantias embutidas em seguros ligados a fundos de investimento." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/3758.

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Mestrado em Ciências Actuariais<br>A avaliação de opções contratuais e garantias financeiras encontra-se no centro das atenções do sector segurador e tem despertado um forte interesse académico nos anos recentes. Tal decorre, por um lado, das tendências evolutivas ao nível dos seguros comercializados no ramo Vida, com características cada vez mais complexas e ligadas a uma vertente financeira e, por outro, do desenvolvimento de importantes projectos internacionais, tal como o Solvência II. Em linhas gerais, o presente trabalho visa estudar a aplicação da teoria das opções financeiras à avaliaç

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Vieira, Mafalda Sofia Carreira. "Divulgação de informação sobre partes relacionadas e sua influência na valorização das empresas cotadas portuguesas." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/15083.

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Mestrado em Contabilidade, Fiscalidade e Finanças Empresariais<br>O presente estudo tem como objetivos: (1) avaliar o nível de divulgação da informação relacionada com as transações com partes relacionadas das empresas portuguesas cotadas, através da criação de um Índice de Divulgação relativo não ponderado; (2) identificar os principais determinantes do nível de divulgação das empresas; e (3) verificar se o mercado valoriza a divulgação de informação sobre as transações com partes relacionadas. Relativamente ao nível de divulgação da informação e conformidade com os requisitos da IAS 24, é po

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RUSSO, Vincenzo. "Pricing and managing life insurance risks." Doctoral thesis, Università degli studi di Bergamo, 2012. http://hdl.handle.net/10446/26710.

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The aim of this thesis is to investigate about the quantitative models used for pricing and managing life insurance risks. It was done analyzing the existing literature about methods and models used in the insurance field in order to developing (1) new stochastic models for longevity and mortality risks and (2) new pricing functions for life insurance policies and options embedded in such contracts. The motivations for this research are to be searched essentially in: (1) a new risk-based solvency framework for the insurance industry, the so-called Solvency II project, that will becomes effect

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Zheng, Chong. "Market-consistent valuation and risk management of guaranteed annuity options." Thesis, 2012. http://hdl.handle.net/10539/11240.

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The aim of the research is to develop a method and tools that facilitate the market-consistent valuation of a hypothetical portfolio of guaranteed-annuity options (GAOs). The fund underlying the GAOs carries a guaranteed minimum rate of return. This is accomplished by the construction of a stochastic economic-scenario generator. As an illustration, this scenario generator is calibrated to the South African market conditions as at the end of December 2007, although the same principles can be applied to all markets. The proposed model uses a one-factor Black-Karasinski interest-rate model and a

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Peixoto, Luciana Catarina Azevedo. "Estudo de adaptação da escala de afectos do método de autoconfrontação de Hermans à população portuguesa." Master's thesis, 2009. http://hdl.handle.net/1822/9806.

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Dissertação de Mestrado em Psicologia - Área de Conhecimento em Psicologia Clínica<br>O método de autoconfrontação (MAC) compreende a classificação, através de uma grelha de afectos, de cada experiência significativa (valoração) escolhida pelo indivíduo, para caracterizar a sua autonarrativa. Deste método resulta numa matriz em que cada valoração se associa a um determinado padrão afectivo. Neste estudo foi utilizada uma matriz de afectos composta por 30 termos afectivos, baseada nos procedimentos gerais do MAC, com o objectivo de analisar a validade de constructo da grelha de afectos ut

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Van, Biljon Marilene. "An application guideline for the fair value accounting of biological assets." Thesis, 2016. http://hdl.handle.net/10500/21598.

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Reporting in terms of the principles of IAS 41, or equivalent, did not result in comparable financial results in the industry. This is mainly due to valuation challenges experienced and the significant costs of these valuations, contributing to the theoretical gap addressed in this study, where the cognitive theory was applied to determine how to improve the consistency, validity and reliability of the fair valuing of biological assets. The knowledge gap is a result of the inconsistent application of the requirements of IAS 41 which results in incomparable financial results which impairs the d

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Livres sur le sujet "Consistent valuation"

Wüthrich, Mario V., Hans Bühlmann, and Hansjörg Furrer. Market-Consistent Actuarial Valuation. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-14852-1.

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Wüthrich, Mario V. Market-Consistent Actuarial Valuation. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-46636-1.

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

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Taggart, Robert A. Consistent valuation and cost of capital expressions with corporate and personal taxes. National Bureau of Economic Research, 1989.

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Diamond, Peter A. Testing the internal consistency of contingent valuation surveys. Dept. of Economics, Massachusetts Institute of Technology, 1993.

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Garrod, Guy. Contingent valuation techniques: A review of their unbiasedness, efficiency and consistency. Countryside Change Unit, Dept. of Agricultural Economics & Food Marketing, University of Newcastle upon Tyne, 1990.

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Bateman, I. J. Consistency between contingent valuation estimates: A comparison of two studies of UK national parks. Countryside Change Unit, Dept. of Agricultural Economics & Food Marketing, University of Newcastle upon Tyne, 1993.

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Market-Consistent Actuarial Valuation. Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-73643-1.

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Hans B. Hlmann,Mario Valentin W. Thrich,Hansj Rg Furrer. Market-Consistent Actuarial Valuation. Springer, 2008.

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Chapitres de livres sur le sujet "Consistent valuation"

Wüthrich, Mario V. "Introduction." In Market-Consistent Actuarial Valuation. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-46636-1_1.

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Wüthrich, Mario V. "Stochastic Discounting." In Market-Consistent Actuarial Valuation. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-46636-1_2.

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

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Wüthrich, Mario V. "Financial Risks and Solvency." In Market-Consistent Actuarial Valuation. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-46636-1_4.

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

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Wüthrich, Mario V., Hans Bühlmann, and Hansjörg Furrer. "Introduction." In Market-Consistent Actuarial Valuation. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-14852-1_1.

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Wüthrich, Mario V., Hans Bühlmann, and Hansjörg Furrer. "Stochastic discounting." In Market-Consistent Actuarial Valuation. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-14852-1_2.

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

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Wüthrich, Mario V., Hans Bühlmann, and Hansjörg Furrer. "Financial risks." In Market-Consistent Actuarial Valuation. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-14852-1_4.

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

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Actes de conférences sur le sujet "Consistent valuation"

Grigoroi, Lilia. "The role of the accounting curriculum in development assets evaluation competences." In Învățământul superior contabil: provocări și soluții: Colocviu științific cu participare internațională in memoriam profesorului Viorel Ţurcanu, ed.3. Academy of Economic Studies of Moldova, 2025. https://doi.org/10.53486/isc2024.15.

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Asset valuation is an essential component of accounting, having direct implications for the economic decisions of an entity. To ensure a correct and consistent valuation, a solid training in accounting is necessary. In this context, the accounting curriculum plays a crucial role in developing the skills necessary to make reliable and relevant valuations.

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Caragiannis, Ioannis, and Georgios Kalantzis. "Randomized Learning-Augmented Auctions with Revenue Guarantees." In Thirty-Third International Joint Conference on Artificial Intelligence {IJCAI-24}. International Joint Conferences on Artificial Intelligence Organization, 2024. http://dx.doi.org/10.24963/ijcai.2024/297.

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We consider the fundamental problem of designing a truthful single-item auction with the challenging objective of extracting a large fraction of the highest agent valuation as revenue. Following a recent trend in algorithm design, we assume that the agent valuations belong to a known interval, and a prediction for the highest valuation is available. Then, auction design aims for high consistency and robustness, meaning that, for appropriate pairs of values γ and ρ, the extracted revenue should be at least a γ- or ρ-fraction of the highest valuation when the prediction is correct for the input

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Al-Sharea, Maher Falih. "The Value of Underbalanced Coiled Tubing Drilling UBCTD in Unconventional Mature Fields: Decision Analytic Approach." In SPE International Conference and Exhibition on Formation Damage Control. SPE, 2024. http://dx.doi.org/10.2118/217890-ms.

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Abstract Under-balanced Coiled Tubing Drilling (UBCTD) is a promising method for the redevelopment of unconventional mature reservoirs through re-entries. Yet, such projects have unique technical, geological and economic challenges. Thus, the commercial value is not fully realized. In this paper, we discuss an appraisal method that consider the best number of re-entries subject to technical, geological and economic uncertainties. The methodology involves three main components: 1. Reviewing key papers to assess the primary benefits of underbalanced drilling, and identifying uncertainties relate

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Jitari, Liliana. "Uncertainty in the real estate evaluation process. International experience." In The 6th Economic International Conference "Competitiveness and sustainable development". Technical University of Moldova, 2024. https://doi.org/10.52326/csd2024.10.

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Uncertainty and risc are integral parts of the real estate appraisal process because the appraiser cannot accurately detect and estimate all current and future influencing factors on value. The source of uncertainty is often caused by the lack of consistent and truthful data used in the evaluation process. In order to minimize the risks and uncertainty in the evaluation, it is necessary to develop and approve functional national evaluation standards, which express the best European and International practice, adapted to national conditions, the proposal of mechanisms to protect the evaluator f

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Maes, Marc A., Michael H. Faber, and Sherif S. Abdelatif. "Consequence and Utility Modeling in Rational Decision Making." In ASME 2004 23rd International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2004. http://dx.doi.org/10.1115/omae2004-51511.

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Offshore design and risk assessment are typically marked by far-reaching choices and important one-time decisions. Decision analysis involving large structures, sensitive environments, and difficult operations, requires a very careful formulation of utility and consequences. It is shown in this paper that one of the most important shortcomings of such analyses stems from an incomplete definition of the system, and from the failure to include various “follow-up” consequences. “Follow-up” consequences are, generally speaking, triggered by extreme losses, such as excessive business losses, conseq

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"Consistency and Comparability of International Property Valuations." In 20th Annual European Real Estate Society Conference: ERES Conference 2013. ÖKK-Editions, Vienna, 2013. http://dx.doi.org/10.15396/eres2013_7.

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Andrioaia, Ioana. "Analysis of the relationship between accounting information and company valuation." In International student scientific conference "Challenges of accounting for young researchers", 8th Edition. Academy of Economic Studies of Moldova, 2024. https://doi.org/10.53486/issc2024.19.

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In the current economic, social and political context, which is also influenced by globalization, information is playing an essential role and its characteristics are a fundamental pillar in the process of effective business decision-making, as the relationship between accounting information and company valuation is becoming increasingly evident. Thus, the purpose of this article is to analyze the relationship created between accounting information and company valuation. To achieve the proposed purpose, two objectives have been set: objective 1: to identify the type of relationship that is for

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Edionwe, Osasumwen. "ENHANCING ACCURACY AND CONSISTENCY IN THE VALUATION OF PLANT AND EQUIPMENT THROUGH CUBIC REGRESSION MODELS OF PHYSICAL DETERIORATION." In 21st African Real Estate Society Conference. African Real Estate Society, 2022. http://dx.doi.org/10.15396/afres2022-008.

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Morales, Enrique, and John W. Lee. "Proved Reserves Revisions: How Reliable are They?" In SPE Annual Technical Conference and Exhibition. SPE, 2022. http://dx.doi.org/10.2118/210476-ms.

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Abstract This paper presents a quantitative approach, using disclosed annual revisions of proved reserves, to judge the reasonable certainty of the underlying proved reserves. We identified issues that affect proper categorization of annual reserves changes in a previous SPE publication (SPE 209695) and incorporated them in this paper to quantify the technical revisions of disclosed proved reserves (and their reasonable certainty) during the period 2010 to 2020. Both over- and under-stated certainty of reserves estimates can impact a company's relative valuation, asset impairment, internal dep

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Rapports d'organisations sur le sujet "Consistent valuation"

Taggart, Robert. Consistent Valuation and Cost of Capital Expressions with Corporate and Personal TAxes. National Bureau of Economic Research, 1989. http://dx.doi.org/10.3386/w3074.

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Fairweather, Zan, Denzil Fiebig, Adam Gorajek, Rochelle Guttmann, June Ma, and Jack Mulqueeney. Valuing Safety and Privacy in Retail Central Bank Digital Currency. Reserve Bank of Australia, 2024. http://dx.doi.org/10.47688/rdp2024-02.

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This paper explores the merits of introducing a retail central bank digital currency (CBDC) in Australia, focusing on the extent to which consumers would value having access to a digital form of money that is even safer and potentially more private than commercial bank deposits. To conduct our exploration we run a discrete choice experiment, which is a technique designed specifically for assessing public valuations of goods without markets. The results suggest that the average consumer attaches no value to the added safety of a CBDC. This is consistent with bank deposits in Australia already b

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