Stochastic models in life insurance.

DOI10.1007/978-3-642-11252-2MaRDI QIDQ968098zbMATH OpenOpenAlexFDO

Authors Michael Koller

Publication date 3 May 2010

Published in Springer-Lehrbuch (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-11252-2

zbMATH Keywords

Markov modelslife insurance mathematicspayment streams

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Recommendations

• Practical life insurance mathematics. With numerous examples and problems together with solutions
• scientific article; zbMATH DE number 1447421
• Life insurance mathematics (The Markovian Model)
• Stochastic models in life insurance. Translation from the 2nd German edition.
• Stochastic models in actuarial risk theory. A mathematical introduction

Cited in

(7)

• scientific article; zbMATH DE number 1447421 (Why is no real title available?)
• Stochastic models in life insurance. Translation from the 2nd German edition.
• A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach
• scientific article; zbMATH DE number 911337 (Why is no real title available?)
• Stochastic risk modeling and statistical methods. An application-oriented textbook for actuaries
• Practical life insurance mathematics. With numerous examples and problems together with solutions
• Stochastic models in actuarial risk theory. A mathematical introduction

This page was built for publication: Stochastic models in life insurance.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q968098)