000 | 02825nam a22004935i 4500 | ||
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001 | 978-3-642-28439-7 | ||
003 | DE-He213 | ||
005 | 20140220083312.0 | ||
007 | cr nn 008mamaa | ||
008 | 120321s2012 gw | s |||| 0|eng d | ||
020 |
_a9783642284397 _9978-3-642-28439-7 |
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024 | 7 |
_a10.1007/978-3-642-28439-7 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aPBWL _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aKoller, Michael. _eauthor. |
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245 | 1 | 0 |
_aStochastic Models in Life Insurance _h[electronic resource] / _cby Michael Koller. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2012. |
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300 |
_aXI, 219p. 41 illus., 33 illus. in color. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aEAA Series, _x1869-6929 |
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505 | 0 | _a1. A general life insurance model -- 2. Stochastic processes -- 3. Interest rate -- 4. Cash flows and the mathematical reserve -- 5. Difference equations and differential equations -- 6. Examples and problems from applications -- 7. Hattendorff's Theorem -- 8. Unit-linked policies -- 9. Policies with stochastic interest rate -- 10. Technical analysis -- 11. Abstract valuation -- 12. Policyholder bonus mechanism -- A. Notes on stochastic integration -- B. Examples -- C. Mortality rates in Germany -- D. Mortality rates in Switzerland -- E. Java code for the calculation of the Markov model -- References -- Notation -- Index. | |
520 | _aThe 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. | ||
650 | 0 | _aMathematics. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 0 |
_aEconomics _xStatistics. |
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650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
650 | 2 | 4 | _aGame Theory, Economics, Social and Behav. Sciences. |
650 | 2 | 4 | _aStatistics for Business/Economics/Mathematical Finance/Insurance. |
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783642284380 |
830 | 0 |
_aEAA Series, _x1869-6929 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-28439-7 |
912 | _aZDB-2-SMA | ||
999 |
_c102810 _d102810 |