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Stochastic models in life insurance

Michael Koller ([Springer-Verlag, ], 2012)

 Abstrak

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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 Metadata

Jenis Koleksi : eBooks
No. Panggil : e20419585
Entri utama-Nama orang :
Subjek :
Penerbitan : Berlin: [Springer-Verlag, ], 2012
Sumber Pengatalogan: LibUI eng rda
Tipe Konten: text
Tipe Media: computer
Tipe Pembawa: online resource
Deskripsi Fisik:
Tautan: http://link.springer.com/book/10.1007%2F978-3-642-28439-7
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