Stochastic Models in Life Insurance

Stochastic Models in Life Insurance

458 Lei (TVA inclus)
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Cod produs/ISBN: 9783642284380

Disponibilitate: La comanda in aproximativ 4-6 saptamani

Editura: Springer

Limba: Engleza

Nr. pagini: 232

Coperta: Paperback

Dimensiuni: 15.5 x 1.4 x 23.5 cm

An aparitie: 2012

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.


Springer
An aparitie 2012
Autor Michael Koller
Dimensiuni 15.5 x 1.4 x 23.5 cm
Editura Springer
Format Paperback
ISBN 9783642284380
Limba Engleza
Nr pag 232

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