Dansk
Stochastic Models in Life Insurance e-bog
583,01 DKK
(inkl. moms 728,76 DKK)
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 o...
E-bog
583,01 DKK
Forlag
Springer
Udgivet
22 marts 2012
Genrer
Economics, Finance, Business and Management
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9783642284397
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.