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Book Cover
E-book
Author Møller, Thomas, 1972-

Title Market-valuation methods in life and pension insurance / Thomas Moller, Mogens Steffensen
Published Cambridge : Cambridge University Press, 2007

Copies

Description 1 online resource (xiv, 279 pages)
Series International series on actuarial science
International series on actuarial science.
Contents 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
Summary Describes new approaches in life insurance mathematics, addressing specific aspects of market-based valuation
Bibliography Includes bibliographical references (pages 272-277) and index
Notes Print version record
Subject Life insurance policies -- Mathematics
Pension trusts -- Mathematics
Pension trust guaranty insurance -- Mathematics
Insurance -- Mathematics.
BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management.
Insurance -- Mathematics
Pension trusts -- Mathematics
Form Electronic book
Author Steffensen, Mogens, 1970-
ISBN 9780511270352
0511270356
0511267223
9780511267222
0511268505
9780511268502
051126917X
9780511269172
051126979X
9780511269790
9780521868778
0521868777
9780511543289
051154328X