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Bestseller
BestsellerE-book
Author Møller, Thomas, 1972-

Title Market-valuation methods in life and pension insurance / Thomas Moller, Mogens Steffensen.

Publication Info. Cambridge : Cambridge University Press, 2007.

Item Status

Description 1 online resource (xiv, 279 pages).
Physical Medium polychrome
Description text file
Series International series on actuarial science
International series on actuarial science.
Bibliography Includes bibliographical references (pages 272-277) and index.
Summary Describes new approaches in life insurance mathematics, addressing specific aspects of market-based valuation.
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.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Life insurance policies -- Mathematics.
Life insurance policies.
Mathematics.
Pension trusts -- Mathematics.
Pension trusts -- Mathematics.
Pension trusts.
Pension trust guaranty insurance -- Mathematics.
Pension trust guaranty insurance.
Insurance -- Mathematics.
Insurance -- Mathematics.
Genre/Form Electronic books.
Added Author Steffensen, Mogens, 1970-
Other Form: Print version: Møller, Thomas, 1972- Market-valuation methods in life and pension insurance. Cambridge : Cambridge University Press, 2007 9780521868778 0521868777 (DLC) 2007277593 (OCoLC)71808161
ISBN 9780511270352 (electronic book)
0511270356 (electronic book)
0511267223 (electronic book ; Adobe Reader)
9780511267222 (electronic book ; Adobe Reader)
0511268505
9780511268502
051126917X
9780511269172
051126979X (electronic book)
9780511269790 (electronic book)
9780521868778 (hardback)
0521868777 (hardback)
9780511543289
051154328X