{
"item_title" : "Stochastic Models in Life Insurance",
"item_author" : [" Michael Koller "],
"item_description" : "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.",
"item_img_path" : "https://covers1.booksamillion.com/covers/bam/3/64/228/438/3642284388_b.jpg",
"price_data" : {
"retail_price" : "89.99", "online_price" : "89.99", "our_price" : "89.99", "club_price" : "89.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : ""
}
}
Stochastic Models in Life Insurance
Overview
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.
This item is Non-Returnable
Customers Also Bought
Details
- ISBN-13: 9783642284380
- ISBN-10: 3642284388
- Publisher: Springer
- Publish Date: March 2012
- Dimensions: 9 x 6.1 x 0.6 inches
- Shipping Weight: 0.75 pounds
- Page Count: 219
Related Categories
