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02841nam a22005055i 4500 |
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978-3-642-28439-7 |
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DE-He213 |
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20151204185318.0 |
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cr nn 008mamaa |
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120321s2012 gw | s |||| 0|eng d |
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|a 9783642284397
|9 978-3-642-28439-7
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|a 10.1007/978-3-642-28439-7
|2 doi
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|d GrThAP
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|a QA273.A1-274.9
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|a QA274-274.9
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|a MAT029000
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|a 519.2
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|a Koller, Michael.
|e author.
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|a Stochastic Models in Life Insurance
|h [electronic resource] /
|c by Michael Koller.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2012.
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|a XI, 219 p. 41 illus., 33 illus. in color.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a text file
|b PDF
|2 rda
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|a EAA Series,
|x 1869-6929
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|a 1. A general life insurance model -- 2. Stochastic processes -- 3. Interest rate -- 4. Cash flows and the mathematical reserve -- 5. Difference equations and differential equations -- 6. Examples and problems from applications -- 7. Hattendorff's Theorem -- 8. Unit-linked policies -- 9. Policies with stochastic interest rate -- 10. Technical analysis -- 11. Abstract valuation -- 12. Policyholder bonus mechanism -- A. Notes on stochastic integration -- B. Examples -- C. Mortality rates in Germany -- D. Mortality rates in Switzerland -- E. Java code for the calculation of the Markov model -- References -- Notation -- Index.
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|a 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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|a Mathematics.
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|a Game theory.
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|a Probabilities.
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|a Statistics.
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|a Mathematics.
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|a Probability Theory and Stochastic Processes.
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| 650 |
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|a Game Theory, Economics, Social and Behav. Sciences.
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| 650 |
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|a Statistics for Business/Economics/Mathematical Finance/Insurance.
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| 710 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783642284380
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|a EAA Series,
|x 1869-6929
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|u http://dx.doi.org/10.1007/978-3-642-28439-7
|z Full Text via HEAL-Link
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|a ZDB-2-SMA
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|a Mathematics and Statistics (Springer-11649)
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