Mathematische Methoden der Personenversicherung

Name: Mathematische Methoden der Personenversicherung
Brand: de Gruyter
SKU: 9783110142266
Price: 21081.0 INR
Availability: InStock

by Hartmut Milbrodt , Manfred Helbig

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ISBN13: 9783110142266
Binding: Hardcover
Subject: N/A
Publisher: de Gruyter
Publisher Imprint: de Gruyter
Publication Date: October 11, 1999
Pages: 665
Original Price: GBP 172.5
Language: German
Edition: 1999
Item Weight: 1252 grams
BISAC Subject(s): Insurance / General

About The Book

Das Buch gibt eine praxisnahe und wissenschaftlich aktuelle Darstellung der Lebens- und der Pensionsversicherungsmathematik mit zahlreichen authentischen, explizit durchgerechneten Anwendungsbeispielen und umfangreichem Übungsmaterial.

Behandelt werden zunächst die Modellierung der Rechnungsgrundlagen Zins und biometrisches Risiko (insbesondere Sterbetafeln) sowie der Versicherungsleistungen. Darauf aufbauend folgt die Berechnung erwarteter Barwerte und Prämien in der Personenversicherung, für die neben sehr allgemeinen Formeln auch die traditionellen Darstellungen mittels Kommutationszahlen angegeben werden. Breiter Raum wird dem Deckungskapital gewidmet. Neben der Deckungskapitalberechnung in konkreten Fällen stehen hier Gesetzmä igkeiten, die die Dynamik des Deckungskapitals steuern, im Mittelpunkt: Rekursionsformeln sowie Thielesche Differential- und Integralgleichungen. Untersuchungen zum Verlustrisiko runden die mathematische Analyse von Personenversicherungsverträgen ab. Ein abschlie endes, vorwiegend betriebswirtschaftlich orientiertes Kapitel befasst sich mit der Überschussanalyse in der Lebensversicherung, beispielsweise mit dem Ertragswertbegriff, mit der Kontributionsformel und Fragen der Deckungsbeitragsrechnung. In getrennten Anhängen werden mathematische Hilfsmittel und Rechnungsgrundlagen bereitgestellt, so dass sie unmittelbar bei der Lösung der fortlaufend eingearbeiteten Programmieraufgaben Verwendung finden können.

Das Buch wendet sich sowohl an in der Praxis stehende Versicherungsmathematiker und angehende Aktuare als auch an wissenschaftlich tätige Versicherungsmathematiker und versicherungsmathematisch ausgerichtete Studierende der Mathematik. Dementsprechend wird besonderer Wert auf die Verzahnung von praktischen Aspekten und präziser mathematischer Modellbildung gelegt.

Anschauungsmaterial aus dem Buch erhalten Sie per E-Mail an service@degruyter.com.

About The Author

Hartmut Milbrodt, Institut für Mathematik, Universität Rostock; Manfred Helbig, Fachbereich Mathematik und Informatik, Philipps Universität Marburg.

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