Stochastic mortality modelling and management of longevity risk with pricing and reserving applications to annuity products
von Daniel Steuten. Gutachter: Peter Anker. Betreuer: Antje Mahayni
| Year of publication: |
2013
|
|---|---|
| Authors: | Steuten, Daniel |
| Other Persons: | Mahayni, Antje (degree supervisor) ; Anker, Peter (Reviewer) |
| Publisher: |
Duisburg : Universitätsbibliothek Duisburg-Essen |
| Subject: | Sterblichkeit | Mortality | Risiko | Risk | Modellierung | Scientific modelling | Stochastischer Prozess | Stochastic process | Versicherungsmathematik | Actuarial mathematics | Lebensversicherung | Life insurance | Deutschland | Germany |
freely available
| Extent: | Online-Ressource (XVI, 291 S.) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Duisburg-Essen, Univ., Diss., 2012 |
| Notes: | Systemvoraussetzung: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009782878