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Market-Valuation Methods in Life and...

Ebooks Corporation.

Market-Valuation Methods in Life and Pension Insurance.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Market-Valuation Methods in Life and Pension Insurance.
Author:	Moller, Thomas.
other author:	Steffensen, Mogens.
Published:	Leiden :Cambridge University Press,2007.
Description:	295 p.
Series:	International Series on Actuarial Science
Subject:	Insurance.; Life insurance policies.; Pension trusts.
Online resource:	Click here to view book
ISBN:	9780511543289 (electronic bk.)

Market-Valuation Methods in Life and Pension Insurance.
Moller, Thomas.

Market-Valuation Methods in Life and Pension Insurance.[electronic resource]. - Leiden :Cambridge University Press,2007. - 295 p. - International Series on Actuarial Science.

Cover; Half-title; Title; Copyright; Contents; Preface; 1 Introduction and life insurance practice; 2 Technical reserves and market values; 3 Interest rate theory in insurance; 4 Bonus, binomial and Black��choles; 5 Integrated actuarial and financial valuation; 6 Surplus-linked life insurance; 7 Interest rate derivatives in insurance; Appendix; References; Index

Describes new approaches in life insurance mathematics, addressing specific aspects of market-based valuation.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511543289 (electronic bk.)Subjects--Topical Terms:

322623
Insurance.; Life insurance policies.; Pension trusts.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HG8781 .M645 2007eb

Dewey Class. No.: 368.01

Market-Valuation Methods in Life and Pension Insurance.
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035 $a EBL288408
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050 0 0 $a HG8781 .M645 2007eb
082 0 0 $a 368.01
100 1 $a Moller, Thomas. $3 322622
245 1 0 $a Market-Valuation Methods in Life and Pension Insurance. $h [electronic resource].
260 $a Leiden : $b Cambridge University Press, $c 2007.
300 $a 295 p.
440 0 $a International Series on Actuarial Science
505 0 $a Cover; Half-title; Title; Copyright; Contents; Preface; 1 Introduction and life insurance practice; 2 Technical reserves and market values; 3 Interest rate theory in insurance; 4 Bonus, binomial and Black��choles; 5 Integrated actuarial and financial valuation; 6 Surplus-linked life insurance; 7 Interest rate derivatives in insurance; Appendix; References; Index
520 $a Describes new approaches in life insurance mathematics, addressing specific aspects of market-based valuation.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Insurance.; Life insurance policies.; Pension trusts. $3 322623
655 7 $a Electronic books. $2 local. $3 214472
700 1 $a Steffensen, Mogens. $3 322621
710 2 $a Ebooks Corporation. $3 322111
776 1 $z 9780521868778
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511543289