Life insurance risk management essentials

DOI10.1007/978-3-642-20721-1zbMath1225.91001OpenAlexW652506689MaRDI QIDQ636213

Michael Koller

Publication date: 26 August 2011

Published in: EAA Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-20721-1

zbMATH Keywords

Markov chainsstochastic processeslife insurancerisk managementvalue at riskanalysis of riskarbitrage free pricingvalue concepts

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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