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Replizierende Portfolios in der Lebensversicherung - Mathematische Fundierung und Analyse (German, Paperback, 1. Aufl. 2018) Loot Price: R1,294
Discovery Miles 12 940
Repayment Terms: R121 pm x 12*
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Replizierende Portfolios in der Lebensversicherung - Mathematische Fundierung und Analyse (German, Paperback, 1. Aufl. 2018):...

Replizierende Portfolios in der Lebensversicherung - Mathematische Fundierung und Analyse (German, Paperback, 1. Aufl. 2018)

Jan Natolski

Series: Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics

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Loot Price R1,294 Discovery Miles 12 940 | Repayment Terms: R121 pm x 12*

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Jan Natolski behandelt die Problematik der Quantifizierung des Risikokapitals aus einer theoretischen Perspektive, die in wertvolle Impulse fur die praktische Handhabung mundet. Dies ist ein wichtiger Schritt, da Versicherungsunternehmen durch die Richtlinie Solvency II verpflichtet sind, genugend Risikokapital zu hinterlegen, um die Gefahr der Insolvenz moeglichst gering zu halten. Als zentrales Resultat zeigt der Autor, dass die in der Praxis verwendete Methode der Replikation mathematisch fundiert ist. Dabei setzt er Methoden aus verschiedenen mathematischen Gebieten, so z.B. der Optimierung und der Stochastik, ein.

General

Imprint: Springer Spektrum
Country of origin: Germany
Series: Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics
Release date: December 2017
First published: 2018
Authors: Jan Natolski
Dimensions: 210 x 148 x 10mm (L x W x T)
Format: Paperback
Pages: 172
Edition: 1. Aufl. 2018
ISBN-13: 978-3-658-20375-7
Languages: German
Categories: Books > Business & Economics > Economics > Econometrics > Economic statistics
Books > Science & Mathematics > Mathematics > Algebra > General
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Books > Business & Economics > Finance & accounting > Finance > Insurance > General
Books > Money & Finance > Insurance > General
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LSN: 3-658-20375-7
Barcode: 9783658203757

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