Finanz- Und Versicherungsmathematik
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Dieses Buch wendet sich an Studierende der Wirtschaftswissenschaften, der Ma- thematik, der Informatik und der Ingenieurwissenschaften mit wirtschaftswissen- schaftlicher Orientierung an Fachhochschulen und Universitäten. Daneben ist es auch fiir das Fernstudium und fiir die berufsbegleitende Weiterbildung geeignet. Zur Finanzmathematik gibt es eine breite Palette von Lehrbüchern mit unterschiedlichem Anspruchsniveau, während das Lehrbuchangebot zur Versicherungsmathematik bisher eher nicht ausreicht. Das vorliegende Buch besteht aus zwei Teilen. Die ersten beiden Kapitel sind der Finanzmathematik gewidmet. Sie enthalten die Voraussetzungen und dienen als Brücke fiir den zweiten Teil, der sich mit der Versicherungsmathematik beschäftigt. Schwerpunkte sind vor allem die mathematischen Modelle und Verfahren in der Personenversicherung (in der Hauptsache Lebens- und Rentenversicherung) und in einigen Andeutungen in der Sachversicherung. Im Anhang wird aktuelles Daten- und Bildmaterial bereitgestellt. Der Leser benötigt Grundkenntnisse der Wahrscheinlichkeitsrechnung und mathe- in der mathematischen Modeliierung prakti- matischen Statistik sowie Erfahrungen scher Aufgabenstellungen. Das Kapitel 3 enthält zur Wahrscheinlichkeitsrechnung auch einige Fakten, die über das elementare Wissen hinausgehen. Die wichtigsten Formeln und Definitionen werden durch Einrahrnungen optisch her- vorgehoben. Zum besseren Verständnis sind Beispiele angefiigt worden. Im Normal- fall reicht ein Taschenrechner zur Begleitung dieser Beispiele aus. Für umfangreiche numerische Berechnungen sowie fiir die Erstellung von Abbildungen wurde das Software-Paket MA.1HCAD 5.0 PLUS benutzt. Ein herzlicher Dank sei gerichtet an Herrn Professor Dr. Laux, der mir den Weg zu Herrn Dr. Bertsch und Herrn Bläser von der Wüstenrot LebensversicherungsAkti- engesellschaft geebnet hat. Diesen Herren bin ich fiir die Überlassung von Datenma- terial zur Versicherungsmathematik dankbar.
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