scientific article; zbMATH DE number 1447421

MaRDI QIDQ4954013zbMATH OpenFDO

Authors Michael Koller

Publication date 16 May 2000

zbMATH Keywords

Lebensversicherungsmathematiklife insurance mathematicsMarkov modelsMarkov-Modellepayment streamsZahlungsströme

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(20)

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• A stochastic approach to insurance cycles
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• Stochastic models in life insurance. Translation from the 2nd German edition.
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Describes a project that uses

Uses Software

• Excel

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