Life Insurance Theory : Actuarial Perspectives

by F. Etienne Vylder

This concise self-contained book on life contingencies is written for students, teachers, researchers and life insurance practitioners. The stochastic model, introduced by Professor De Vylder more than twenty years ago and now widely adopted, is used throughout the monograph. Beyond the classical material of life insurance mathematics, the emphasis lies on variance evaluations of mathematical reserves, allowing the estimation of long term ruin probabilities in life insurance portfolios with varying volume. Other characteristics of the book are its great generality, the inclusion of an axiomatic theory of compound interests, the development of statistical methods for mortality and other estimations, and the introduction of graphs making a clear visualization of multiple decrement models possible. This approach makes the monograph incomparable to other books in the field

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Year of publication:	1997
Authors:	Vylder, F. Etienne
Publisher:	Boston, MA : Springer US
Subject:	Risikomodell \| Risk model \| Lebensversicherung \| Life insurance \| Theorie \| Theory \| Versicherungsmathematik \| Actuarial mathematics

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Extent:	Online-Ressource (XV, 184 p) online resource
Type of publication:	Book / Working Paper
Language:	English
Notes:	1. Financial Models2. Mortality Models -- 3. Construction of Life Tables -- 4. Basic Concepts of Life Insurance Mathematics -- 5. Life Annuities (One Life) -- 6. Life Insurances (One Life) -- 7. Relations Between Life Annuities and Life Insurances (One Life) -- 8. Decompositions of Time-Capitals (One Life) -- 9. Life Insurance Contracts (One Life) -- 10. Ruin Probability of a Life Insurance Company -- 11. Insurances on a Status (Several Lives) -- 12. Decomposition of Time-Capitals (Several Lives) -- 13. Life Insurance Contracts (Several Lives) -- 14. Multiple Decrement Models -- 15. Variances (Several Lives) -- 16. Population Groups on a Graph -- Appendix A. Summation by Parts -- Appendix B. Linear Interpolations -- Appendix C. Probability Theory -- Appendix D. A Differential Equation -- Appendix E. Inversion of a Power Series -- Appendix F. Summary of Formulas -- References -- Notation Index.
ISBN:	978-1-4757-2616-9 ; 978-1-4419-5189-2
Other identifiers:	10.1007/978-1-4757-2616-9 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013522359