Stochastic models in life insurance
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...
שמור ב:
| מחבר ראשי: | |
|---|---|
| פורמט: | Livre numérique |
| שפה: | Anglais |
| יצא לאור: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| מהדורה: | 1st ed. 2012. |
| סדרה: | EAA Series
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| נושאים: | |
| גישה מקוונת: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| הערה: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic models in life insurance, Michael Koller, 2012, Berlin, Springer-Verlag, 1 vol.(XI-219 p.), EAA Series, 978-3-642-28438-0 |
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| 082 | |a 519.2 | ||
| 100 | 1 | |a Koller, Michael. | |
| 245 | 1 | 0 | |a Stochastic models in life insurance |c by Michael Koller. |
| 250 | |a 1st ed. 2012. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a EAA Series |x 1869-6937 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a 1. 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. | |
| 505 | 0 | |a 1. 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Distribution (théorie des probabilités) | ||
| 650 | |a Mathématiques économiques | ||
| 650 | |a Statistiques | ||
| 776 | 0 | |0 190927674 |t Stochastic models in life insurance |f Michael Koller |d 2012 |c Berlin |n Springer-Verlag |p 1 vol.(XI-219 p.) |s EAA Series |z 978-3-642-28438-0 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-642-28439-7 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-XTPFQS6N-R |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:749564377 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-3-642-28439-7 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:75231341X |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-3-642-28439-7 |z Accès INSA CVL | |
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