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Stochastic Models in Life Insurance

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Stochastic Models in Life Insurance - Koller, Michael
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This book provides a mathematical basis for modeling life insurance policies using Markov chains, applying basic concepts to concrete examples. Includes chapters on ALM and abstract valuation concepts on the background of Solvency II, plus numerous examples.

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Stochastic Models in Life Insurance 2012, Springer, Berlin, Heidelberg

ISBN-13: 9783642284380

2012 edition

Trade paperback