Life Insurance Mathematics
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Beschreibung
This concise introduction to life contingencies, the theory behind the actuarial work around life insurance and pension funds, will appeal to the reader who likes applied mathematics. In addition to model of life contingencies, the theory of compound interest is explained and it is shown how mortality and other rates can be estimated from observations. The probabilistic model is used consistently throughout the book. Numerous exercises (with answers and solutions) have been added, and for this third edition several misprints have been corrected.
A modern introduction to the theory of life contingencies, using the probabilistic model. A survey of the mathematics of compound interest is given, and the numerical evaluation of the distribution of aggregate claims, statistical problem of estimating death rates and other probabilities of decrement are discussed. The book contains numerous exercises (with solutions). Already in its 3rd edition.
Autor*in
Hans U. Gerber
Themen in »Life Insurance Mathematics«
Excel Finance Lebensversicherung Stochastic Processes Theory of Finance Versicherung Versicherungsmathematik actuarial mathematics insurance life insurance stochastic process quantitative finance