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Stochastic Models in Life Insurance
The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insurance policies by means of Markov chains. Two chapters covering ALM and abstract valuation concepts on...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2012.
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| Edición: | 1st ed. 2012. |
| Colección: | EAA Series,
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| Temas: | |
| Acceso en línea: | Texto Completo |
| Sumario: | The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insurance policies by means of Markov chains. Two chapters covering ALM and abstract valuation concepts on the background of Solvency II complete this volume. Numerous examples and a parallel treatment of discrete and continuous approaches help the reader to implement the theory directly in practice. |
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| Descripción Física: | XI, 219 p. 41 illus., 33 illus. in color. online resource. |
| ISBN: | 9783642284397 |
| ISSN: | 1869-6937 |