EAA Series

Koller, Michael

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.

Details

Published by: Springer

Publication Date: 2012-03-23

Format: Paperback

ISBN-13: 9783642284380

DOI: 10.1007/978-3-642-28439-7

Dimensions: 235cm x155cm

Pages: 219