EAA Series

Stochastic Models in Life Insurance

Authors: Koller, Michael

  • Concrete application of Markov chains in life insurance for pricing and reserving
  • Solvency II
  • Abstract valuation
  • Fair values
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eBook $54.99
price for USA (gross)
  • ISBN 978-3-642-28439-7
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  • Immediate eBook download after purchase
Softcover $69.95
price for USA
  • ISBN 978-3-642-28438-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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  • Rental duration: 1 or 6 month
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About this Textbook

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.

Table of contents (12 chapters)

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-642-28439-7
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.95
price for USA
  • ISBN 978-3-642-28438-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Models in Life Insurance
Authors
Series Title
EAA Series
Copyright
2012
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-28439-7
DOI
10.1007/978-3-642-28439-7
Softcover ISBN
978-3-642-28438-0
Series ISSN
1869-6929
Edition Number
1
Number of Pages
XI, 219
Number of Illustrations and Tables
8 b/w illustrations, 33 illustrations in colour
Topics