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Mathematische Methoden der Personenversicherung
Hardcover
Business GeneralEconomicsGeneral Mathematics
ISBN13: 9783110142266
Publisher: De Gruyter
Published: Oct 11 1999
Pages: 665
Weight: 2.76
Height: 1.44 Width: 6.69 Depth: 9.61
Language: German
Das Buch gibt eine praxisnahe und wissenschaftlich aktuelle Darstellung der Lebens- und der Pensionsversicherungsmathematik mit zahlreichen authentischen, explizit durchgerechneten Anwendungsbeispielen und umfangreichem Ãœbungsmaterial.
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.
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