Multiple decrement models in insurance : an introduction using R

The book will serve as a guide to many actuarial concepts and statistical techniques in multiple decrement models and their application in calculation of premiums and reserves in life insurance products with riders and in pension and employee benefit plans as in these schemes, the benefit paid on te...

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第一著者: Deshmukh, Shailaja, 19..-
フォーマット: Livre numérique
言語:Anglais
出版事項: India : Springer India : Imprint: Springer [20..].
Cham : Springer Nature
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Edition sous un autre format:• Multiple decrement models in insurance, Texte imprimé, 978-81-322-0658-3
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245 1 0 |a Multiple decrement models in insurance :  |b an introduction using R   |c by Shailaja Deshmukh. 
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260 |a Cham :  |b Springer Nature,  |c [20..]. 
500 |a Archives Springer e-books (Licence nationale) 
500 |a Archives Springer e-books (Licence nationale) 
505 1 |a Multiple Decrement Models Introduction Time to Decrement and Cause of Decrement Random Variables Multiple Decrement Table Associated Single Decrement Model Exercises Premiums and Reserves for Multiple Decrement Model Introduction Actuarial Present Value of Benefit Computation of Premiums Computation of Reserves Exercises Defined Benefit Pension Plan Introduction Actuarial Present Value of Pension Benefit Exercises Pension Funding Introduction Accrued Benefit Cost Method for an Individual Accrued Benefit Cost Method for a Group Aggregate Actuarial Cost Method Exercises Multi-State Transition Models For Cash Flows Introduction Markov Chain Actuarial Present Values of Cash Flows Markov Process Model Exercises.                        
505 0 |a Multiple Decrement Models -- Introduction -- Time to Decrement and Cause of Decrement Random Variables -- Multiple Decrement Table -- Associated Single Decrement Model -- Exercises -- Premiums and Reserves for Multiple Decrement Model -- Introduction -- Actuarial Present Value of Benefit -- Computation of Premiums -- Computation of Reserves -- Exercises -- Defined Benefit Pension Plan -- Introduction -- Actuarial Present Value of Pension Benefit -- Exercises -- Pension Funding -- Introduction -- Accrued Benefit Cost Method for an Individual -- Accrued Benefit Cost Method for a Group -- Aggregate Actuarial Cost Method -- Exercises -- Multi-State Transition Models For Cash Flows -- Introduction -- Markov Chain -- Actuarial Present Values of Cash Flows -- Markov Process Model -- Exercises.                        
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 will serve as a guide to many actuarial concepts and statistical techniques in multiple decrement models and their application in calculation of premiums and reserves in life insurance products with riders and in pension and employee benefit plans as in these schemes, the benefit paid on termination of employment depends upon the several causes of termination. Multiple state models are discussed to accommodate the insurance products in which the payment of benefits or premiums is dependent on being in a given state or moving between a given pair of states at a given time, for example, disability income insurance model. The book also discusses stochastic models for interest rates and calculation of premiums for some products in this set up. The highlight of the book is usage of R software, freely available from public domain, for computations of various monetary functions involved in insurance business. R commands are given for all the computations 
650 |a Statistique mathématique 
650 |a Mathématiques économiques 
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