Market-valuation methods in life and pension insurance / Thomas Moller, Mogens Steffensen.
Material type:
TextSeries: International series on actuarial sciencePublication details: Cambridge : Cambridge University Press, 2007.Description: 1 online resource (xiv, 279 pages)Content type: - text
- computer
- online resource
- 9780511270352
- 0511270356
- 0511267223
- 9780511267222
- 0511268505
- 9780511268502
- 051126917X
- 9780511269172
- 051126979X
- 9780511269790
- 9780521868778
- 0521868777
- 9780511543289
- 051154328X
- Life insurance policies -- Mathematics
- Pension trusts -- Mathematics
- Pension trust guaranty insurance -- Mathematics
- Insurance -- Mathematics
- Assurance-vie -- Polices -- Mathématiques
- Assurance de garantie des régimes de retraite -- Mathématiques
- Assurance -- Mathématiques
- BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management
- Insurance -- Mathematics
- Pension trusts -- Mathematics
- 368.01 22
- HG8781 .M645 2007eb
| Item type | Home library | Collection | Call number | Materials specified | Status | Date due | Barcode | |
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Electronic-Books
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OPJGU Sonepat- Campus | E-Books EBSCO | Available |
Includes bibliographical references (pages 272-277) and index.
Describes new approaches in life insurance mathematics, addressing specific aspects of market-based valuation.
Cover; Half-title; Title; Copyright; Contents; Preface; 1 Introduction and life insurance practice; 2 Technical reserves and market values; 3 Interest rate theory in insurance; 4 Bonus, binomial and Black-Scholes; 5 Integrated actuarial and financial valuation; 6 Surplus-linked life insurance; 7 Interest rate derivatives in insurance; Appendix; References; Index.
Print version record.
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