funds, will appeal to the reader who likes applied mathematics. In addition to model of life contingencies, the theory of …This concise introduction to life contingencies, the theory behind the actuarial work around life insurance and pension …

Affine processes have been of great interest in financial mathematics, and with the introduction of Solvency II in life … on life insurance mathematics. The thesis begins with a qualitative discussion of Solvency II and the implications for …. Using the theory of affine processes it is also shown how one can model the mortality rate using a CIR process, such that …

. Olivieri and E. Pitacco, “Introduction to Insurance Mathematics. Technical and Financial Features of Risk Tansfers”, by …