F etienne de vylder (82 risultati)

Hardcover. 487pp. APPEARS UNREAD; Ex-library copy with usual markings, else very good sound condition.

Condizione: New.

Condizione: New.

Condizione: New.

Condizione: New.

Condizione: New. Written for students, teachers, researchers and life insurance practitioners, this book emphasises on variance evaluations of mathematical reserves. It includes an axiomatic theory of compound interests, the development of statistical methods for mortality and other estimations, and the introduction of graphs. Num Pages: 184 pages, biography. BIC Classification: KFFN. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 12. Weight in Grams: 465. . 1997. Hardback. . . . .…

Taschenbuch. Condizione: Neu. Life Insurance Theory | Actuarial Perspectives | F. Etienne De Vylder | Taschenbuch | xvi | Englisch | 2010 | Springer | EAN 9781441951892 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is different from all other books on Life Insurance by at least one of the following characteristics 1-4. 1. The treatment of life insurances at three different levels: time-capital, present value and price level. We call time-capital any distribution of a capital over time: (\*) is the time-capital with amounts Cl, ~, . , C at moments Tl, T , .- , T resp. N 2 N For instance, let (x) be a life at instant 0 with future lifetime X. Then the whole oO oO life insurance A is the time-capital (I,X). The whole life annuity ä is the x x time-capital (1,0) + (1,1) + (1,2) + . + (I,'X), where 'X is the integer part ofX. The present value at 0 of time-capital (\*) is the random variable T1 T TN Cl V + ~ v , + . + CNV . (\*\*) In particular, the present value ofA 00 and ä 00 is x x 0 0 2 A = ~ and ä = 1 + v + v + . + v'X resp. x x The price (or premium) of a time-capital is the expectation of its present value. In particular, the price ofA 00 and äx 00 is x 2 A = E(~) and ä = E(I + v + v + . + v'X) resp. …

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is different from all other books on Life Insurance by at least one of the following characteristics 1-4. 1. The treatment of life insurances at three different levels: time-capital, present value and price level. We call time-capital any distribution of a capital over time: (\*) is the time-capital with amounts Cl, ~, . , C at moments Tl, T , .- , T resp. N 2 N For instance, let (x) be a life at instant 0 with future lifetime X. Then the whole oO oO life insurance A is the time-capital (I,X). The whole life annuity ä is the x x time-capital (1,0) + (1,1) + (1,2) + . + (I,'X), where 'X is the integer part ofX. The present value at 0 of time-capital (\*) is the random variable T1 T TN Cl V + ~ v , + . + CNV . (\*\*) In particular, the present value ofA 00 and ä 00 is x x 0 0 2 A = ~ and ä = 1 + v + v + . + v'X resp. x x The price (or premium) of a time-capital is the expectation of its present value. In particular, the price ofA 00 and äx 00 is x 2 A = E(~) and ä = E(I + v + v + . + v'X) resp.…

Condizione: New. pp. 204.

Condizione: New.

Condizione: New.

Condizione: New. pp. 204.

Condizione: New.

Condizione: New.

Condizione: New.

Condizione: New.

Paperback. Condizione: Brand New. 204 pages. 9.00x6.00x0.46 inches. In Stock.

Condizione: As New. Unread book in perfect condition.

Condizione: As New. Unread book in perfect condition.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Condizione: New.

Condizione: New. Written for students, teachers, researchers and life insurance practitioners, this book emphasises on variance evaluations of mathematical reserves. It includes an axiomatic theory of compound interests, the development of statistical methods for mortality and other estimations, and the introduction of graphs. Num Pages: 184 pages, biography. BIC Classification: KFFN. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 12. Weight in Grams: 465. . 1997. Hardback. . . . . Books ship from the US and Ireland.…

Condizione: As New. Unread book in perfect condition.

Condizione: As New. Unread book in perfect condition.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Canadian financial institutions have been in rapid change in the past five years. In response to these changes, the Department of Finance issued a discussion paper: The Regulation of Canadian Financial Institutions, in April 1985, and the government intends to introduce legislation in the fall. This paper studi.es the combinantion of financial institutions from the viewpoint of ruin probability. In risk theory developed to describe insurance companies [1,2,3,4,5J, the ruin probability of a company with initial reserve (capital) u is 6 1 -:;-7;;f3 u 1jJ(u) = H6 e H6 (1) Here,we assume that claims arrive as a Poisson process, and the claim amount is distributed as exponential distribution with expectation liS. 6 is the loading, i.e., premium charged is (1+6) times expected claims. Financial institutions are treated as 'insurance companies': the difference between interest charged and interest paid is regarded as premiums, loan defaults are treated as claims. …

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Canadian financial institutions have been in rapid change in the past five years. In response to these changes, the Department of Finance issued a discussion paper: The Regulation of Canadian Financial Institutions, in April 1985, and the government intends to introduce legislation in the fall. This paper studi.es the combinantion of financial institutions from the viewpoint of ruin probability. In risk theory developed to describe insurance companies [1,2,3,4,5J, the ruin probability of a company with initial reserve (capital) u is 6 1 -:;-7;;f3 u 1jJ(u) = H6 e H6 (1) Here,we assume that claims arrive as a Poisson process, and the claim amount is distributed as exponential distribution with expectation liS. 6 is the loading, i.e., premium charged is (1+6) times expected claims. Financial institutions are treated as 'insurance companies': the difference between interest charged and interest paid is regarded as premiums, loan defaults are treated as claims.…

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - I am pleased to participate in this Summer School and look forward to sharing some ideas with you over the next few days. At the outset I would like to describe the approach I will take in 1 presenting the material. I aim to present the material in a non rigorous way and hopefully in an intuitive manner. At the same time I will draw attention to some of the major technical problems. It is pitched at someone who is unfamiliar with the area. The results presented here are unfamiliar to actuaries and insurance mathematicians although they are well known in some other fields. During the next few minutes I will make some preliminary comments. The purpose of these comments is to place the lectures in perspective and motivate the upcoming material. After this I will outline briefly the topics to be covered during the rest of this lecture and in the lectures that will follow. One of the central themes of these lectures is RISK-SHARING. Risk-sharing is a common response to uncertainty. Such uncertainty can arise from natural phenomena or social causes. One particular form of risk-sharing is the insurance mechanism. I will be dealing with models which have a natural application in the insurance area but they have been applied in other areas as well. In fact some of the paradigms to be discussed have the capacity to provide a unified treatment of problems in diverse fields.…

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - I am pleased to participate in this Summer School and look forward to sharing some ideas with you over the next few days. At the outset I would like to describe the approach I will take in 1 presenting the material. I aim to present the material in a non rigorous way and hopefully in an intuitive manner. At the same time I will draw attention to some of the major technical problems. It is pitched at someone who is unfamiliar with the area. The results presented here are unfamiliar to actuaries and insurance mathematicians although they are well known in some other fields. During the next few minutes I will make some preliminary comments. The purpose of these comments is to place the lectures in perspective and motivate the upcoming material. After this I will outline briefly the topics to be covered during the rest of this lecture and in the lectures that will follow. One of the central themes of these lectures is RISK-SHARING. Risk-sharing is a common response to uncertainty. Such uncertainty can arise from natural phenomena or social causes. One particular form of risk-sharing is the insurance mechanism. I will be dealing with models which have a natural application in the insurance area but they have been applied in other areas as well. In fact some of the paradigms to be discussed have the capacity to provide a unified treatment of problems in diverse fields.…