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Life Insurance Mathematics

  • Hans U. Gerber

Table of contents

  1. Front Matter
    Pages I-XVII
  2. Hans U. Gerber
    Pages 1-14
  3. Hans U. Gerber
    Pages 15-22
  4. Hans U. Gerber
    Pages 23-33
  5. Hans U. Gerber
    Pages 35-47
  6. Hans U. Gerber
    Pages 49-57
  7. Hans U. Gerber
    Pages 59-73
  8. Hans U. Gerber
    Pages 75-81
  9. Hans U. Gerber
    Pages 83-92
  10. Hans U. Gerber
    Pages 93-102
  11. Hans U. Gerber
    Pages 103-107
  12. Hans U. Gerber
    Pages 109-118
  13. Back Matter
    Pages 119-221

About this book

Introduction

This concise introduction to life contingencies, the theory behind the actuarial work around life insurance and pension funds, will appeal to the reader who likes applied mathematics. In addition to model of life contingencies, the theory of compound interest is explained and it is shown how mortality and other rates can be estimated from observations. The probabilistic model is used consistently throughout the book. Numerous exercises (with answers and solutions) have been added, and for this third edition several misprints have been corrected.

Keywords

Excel Finance Lebensversicherung Stochastic Processes Theory of Finance Versicherung Versicherungsmathematik actuarial mathematics insurance life insurance stochastic process

Authors and affiliations

  • Hans U. Gerber
    • 1
  1. 1.Ecole des H. E. C.Université de LausanneLausanneSwitzerland

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-662-03460-6
  • Copyright Information Springer-Verlag Berlin Heidelberg 1997
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-642-08285-6
  • Online ISBN 978-3-662-03460-6
  • Buy this book on publisher's site