Description
Stochastic Models in Life Insurance, 2012
EAA Series
Author: Koller Michael
Language: GermanSubjects for Stochastic Models in Life Insurance:
Keywords
Abstract valuation; Fair value; Life insurance; Markov chains
Approximative price 73.84 €
In Print (Delivery period: 15 days).
Add to cart the book of Koller Michael219 p. · 15.5x23.5 cm · Paperback
Description
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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.
Concrete application of Markov chains in life insurance for pricing and reserving
Abstract valuation
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