Stochastic models in life insurance /
<p>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 co...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2012.
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| Series: | EAA Series,
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| Subjects: | |
| Online Access: | Click here to view the full text content |
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| Summary: | <p>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. </p><p>Numerous examples and a parallel treatment of discrete and continuous approaches help the reader to implement the theory directly in practice.</p> |
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| Physical Description: | 1 online resource (XI, 219 pages) 41 illustration, 33 illustration in color, digital. |
| ISBN: | 9783642284397 |
| ISSN: | 1869-6929 |