Stochastic Models in Life Insurance (EAA Series) - Softcover

Book 6 of 16: EAA Lecture Notes

Koller, Michael

 
9783642284380: Stochastic Models in Life Insurance (EAA Series)

Synopsis

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.

"synopsis" may belong to another edition of this title.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9783642284403: Stochastic Models in Life Insurance

Featured Edition

ISBN 10:  364228440X ISBN 13:  9783642284403
Publisher: Springer, 2012
Softcover