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EBOOK
Author Koller, Michael (Michael Dominik Fabian)
Title Stochastiche Modellle in der Lebensvericherung. English
Stochastic models in life insurance / Michael Koller.
Imprint Berlin ; New York : Springer, 2012.

LOCATION CALL # STATUS MESSAGE
 OHIOLINK SPRINGER EBOOKS    ONLINE  
View online
Series EAA series-- textbook, 1869-6929
EAA series - Textbook.
Subject Insurance -- Mathematical models.
Stochastic models.
Insurance, Life -- statistics & numerical data.
Stochastic Processes.
Mathematics.
Distribution (Probability theory)
Economics -- Statistics.
Probability Theory and Stochastic Processes.
Game Theory, Economics, Social and Behav. Sciences.
Statistics for Business/Economics/Mathematical Finance/Insurance.
LOCATION CALL # STATUS MESSAGE
 OHIOLINK SPRINGER EBOOKS    ONLINE  
View online
Series EAA series-- textbook, 1869-6929
EAA series - Textbook.
Subject Insurance -- Mathematical models.
Stochastic models.
Insurance, Life -- statistics & numerical data.
Stochastic Processes.
Mathematics.
Distribution (Probability theory)
Economics -- Statistics.
Probability Theory and Stochastic Processes.
Game Theory, Economics, Social and Behav. Sciences.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Description 1 online resource (xi, 219 pages).
Bibliography Note Includes bibliographical references and index.
Contents A General Life Insurance Model -- Stochastic Processes -- Interest Rate -- Cash Flows and the Mathematical Reserve -- Difference Equations and Differential Equations -- Examples and Problems From Applications -- Hattendorff's Theorem -- Unit-Linked Policies -- Policies with Stochastic Interest Rate -- Technical Analysis -- Abstract Valuation -- Policyholder Bonus Mechanism.
Summary 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.
ISBN 9783642284397 (electronic bk.)
3642284396 (electronic bk.)
3642284388
9783642284380
9783642284380
ISBN/ISSN 10.1007/978-3-642-28439-7
OCLC # 783212308
Additional Format Print version: Koller, Michael. Stochastic Models in Life Insurance. Dordrecht : Springer, 2012 9783642284380