Full Description
| Responsibility Statement | Michael Koller |
| Language Code | eng |
| Edition | |
| Collection Source | e-book BOPTN 2013 |
| Cataloguing Source | LibUI eng rda |
| Content Type | text (rdacontent) |
| Media Type | computer (rdamedia) |
| Carrier Type | online resource (rdacarrier) |
| Physical Description | |
| Link | http://link.springer.com/book/10.1007%2F978-3-642-28439-7 |
- Availability
- Digital Files: 1
- Review
- Cover
- Abstract
| Call Number | Barcode Number | Availability |
|---|---|---|
| e20419585 | TERSEDIA |
| No review available for this collection: 20419585 |
Abstract
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.