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Stochastic Models in Life Insurance

Stochastic Models in Life Insurance

Michael Koller

99,17 €
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Editorial:
Springer Nature B.V.
Año de edición:
2012
Materia
Probabilidad y estadística
ISBN:
9783642284380
99,17 €
IVA incluido
Disponible

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Sobre IBD

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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