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Download or read book Quaderni di matematica attuariale written by and published by . This book was released on 1971 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Wolfgang Hafner
Publisher : Springer Science & Business Media
ISBN 13 : 3540857117
Total Pages : 553 pages
Book Rating : 4.5/5 (48 download)
Download or read book Vinzenz Bronzin's Option Pricing Models written by Wolfgang Hafner and published by Springer Science & Business Media. This book was released on 2009-11-18 with total page 553 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1908, Vinzenz Bronzin, a professor of mathematics at the Accademia di Commercio e Nautica in Trieste, published a booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract. Almost like Bachelier’s now famous dissertation (1900), the work seems to have been forgotten shortly after it was published. However, almost every element of modern option pricing can be found in Bronzin’s book. He derives option prices for an illustrative set of distributions, including the Normal. - This volume includes a reprint of the original German text, a translation, as well as an appreciation of Bronzin's work from various perspectives (economics, history of finance, sociology, economic history) including some details about the professional life and circumstances of the author. The book brings Bronzin's early work to light again and adds an almost forgotten piece of research to the theory of option pricing.
Download or read book Quaderni Di Matematica written by and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ermanno Pitacco
Publisher : OUP Oxford
ISBN 13 : 0191609420
Total Pages : 416 pages
Book Rating : 4.1/5 (916 download)
Download or read book Modelling Longevity Dynamics for Pensions and Annuity Business written by Ermanno Pitacco and published by OUP Oxford. This book was released on 2009-01-29 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations concerning pensions, life annuities and other living benefits (provided, for example, by long-term care insurance products and whole life sickness covers) are based on survival probabilities which necessarily extend over a long time horizon. In order to avoid underestimation of the related liabilities, the insurance company (or the pension plan) must adopt an appropriate forecast of future mortality. Great attention is currently being devoted to the management of life annuity portfolios, both from a theoretical and a practical point of view, because of the growing importance of annuity benefits paid by private pension schemes. In particular, the progressive shift from defined benefit to defined contribution pension schemes has increased the interest in life annuities with a guaranteed annual amount. This book provides a comprehensive and detailed description of methods for projecting mortality, and an extensive introduction to some important issues concerning longevity risk in the area of life annuities and pension benefits. It relies on research work carried out by the authors, as well as on a wide teaching experience and in CPD (Continuing Professional Development) initiatives. The following topics are dealt with: life annuities in the framework of post-retirement income strategies; the basic mortality model; recent mortality trends that have been experienced; general features of projection models; discussion of stochastic projection models, with numerical illustrations; measuring and managing longevity risk.
Download or read book Quaderni di matematica written by and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 356 pages
Book Rating : 4.:/5 (3 download)
Download or read book Italian Books and Periodicals written by and published by . This book was released on 1981 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M. Angela Cerini
Publisher :
ISBN 13 : 9788829212675
Total Pages : 144 pages
Book Rating : 4.2/5 (126 download)
Download or read book Quaderni di matematica. Per la Scuola media written by M. Angela Cerini and published by . This book was released on 2009 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jef L. Teugels
Publisher :
ISBN 13 :
Total Pages : 642 pages
Book Rating : 4.0/5 ( download)
Download or read book Encyclopedia of Actuarial Science written by Jef L. Teugels and published by . This book was released on 2004 with total page 642 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The Encyclopedia of Actuarial Science presents a timely and comprehensive body of knowledge designed to serve as an essential reference for the actuarial profession and all related business and financial activities, as well as researchers and students in actuarial science and related areas. Drawing on the experience of leading international editors and authors from industry and academic research the encyclopedia provides an authoritative exposition of both quantitative methods and practical aspects of actuarial science and insurance. The cross-disciplinary nature of the work is reflected not only in its coverage of key concepts from business, economics, risk, probability theory and statistics but also by the inclusion of supporting topics such as demography, genetics, operations research and informatics. Visit the encyclopedia's website where you can gain access to further resources and freely available sample articles: www.wileyeurope.com/eoas." -- Publisher.
Author : Universita degli studi di Milano Dipartimento di matematica ""F. Enriques""
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (141 download)
Download or read book Quaderni Del Dipartimento Di Matematica written by Universita degli studi di Milano Dipartimento di matematica ""F. Enriques"" and published by . This book was released on 1995 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tommaso Boggio
Publisher :
ISBN 13 :
Total Pages : 289 pages
Book Rating : 4.:/5 (849 download)
Download or read book Compendio di matematica attuariale written by Tommaso Boggio and published by . This book was released on 1969 with total page 289 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Claudio Pacini
Publisher : Edizioni Tagete
ISBN 13 : 9788889905166
Total Pages : 252 pages
Book Rating : 4.9/5 (51 download)
Download or read book Quaderno di matematica written by Claudio Pacini and published by Edizioni Tagete. This book was released on 2009 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Guido Lisei
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 (859 download)
Download or read book Appunti di matematica attuariale written by Guido Lisei and published by . This book was released on 1984 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tommaso Boggio
Publisher :
ISBN 13 :
Total Pages : 104 pages
Book Rating : 4.:/5 (86 download)
Download or read book Elementi di matematica attuariale written by Tommaso Boggio and published by . This book was released on 1937 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Giuseppe Chiassino
Publisher :
ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.:/5 (956 download)
Download or read book Appunti di matematica attuariale written by Giuseppe Chiassino and published by . This book was released on 1979 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Carlo Bonferroni
Publisher :
ISBN 13 :
Total Pages : 656 pages
Book Rating : 4.:/5 (848 download)
Download or read book Fondamenti di matematica attuariale written by Carlo Bonferroni and published by . This book was released on 1942 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 534 pages
Book Rating : 4.3/5 (91 download)
Download or read book Pure Mathematics and Applications written by and published by . This book was released on 2005 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jacques Janssen
Publisher : Springer Science & Business Media
ISBN 13 : 0387707301
Total Pages : 441 pages
Book Rating : 4.3/5 (877 download)
Download or read book Semi-Markov Risk Models for Finance, Insurance and Reliability written by Jacques Janssen and published by Springer Science & Business Media. This book was released on 2007-05-15 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting from the axiomatic definition and continuing eventually to the most advanced financial tools.
