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book: Lebensversicherungstechnik algebraisch verstehen
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Lebensversicherungstechnik algebraisch verstehen

Grundstruktur der Kalkulation von Lebensversicherungsverträgen
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Language: German
Published/Copyright: 2021
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De Gruyter Studium
This book is in the series
De Gruyter Studium

About this book

This book explains life insurance techniques to the reader differently to how it is usually done. It shows that it is not (just) stochastic or mathematical finance characteristics that lead to certain actuarial situations. Instead, identifying a life insurance policy as one element of a certain orthogonal space shows that the algebraic characterizations behind it are at least just as crucial.

Herkömmliche Lebensversicherungstechnik einmal ganz anders beleuchtet.

Author / Editor information

Peter Recht, TU Dortmund; Philipp Schade, Germany.

Topics

  • Publicly Available

    Frontmatter

    I
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  • Publicly Available

    Inhalt

    VII
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    Einleitung

    1
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  • Teil I: Technische Kalkulation von Lebensversicherungsverträgen
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    Einführung

    9
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    1 Profile als technische Grundlage der Kalkulation

    13
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    2 Bewertung von Beitrags- und Leistungsprofilen; das Äquivalenzprinzip

    39
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    3 Erstkalkulation eines Versicherungsvertrages

    63
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    4 Kalkulationen während der Laufzeit eines Versicherungsvertrages

    111
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    5 Klassische Kommutationswerte und Barwertfaktoren

    163
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  • Teil II: Ein strukturelles Fundament der Kalkulation
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    Einführung

    173
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    6 Algebraische Grundlagen

    177
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    7 φ-Orthogonalität

    209
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    8 Algebraische Verallgemeinerung des Äquivalenzprinzips

    243
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    9 Unterjährige Bewertung von Profilen; m-Expansionen von φ

    281
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    10 Verallgemeinerte Kommutationswerte und Barwertfaktoren

    301
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    Epilog

    313
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    Literatur

    315
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    Stichwortverzeichnis

    319
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Publishing information
Pages and Images/Illustrations in book
eBook published on:
September 20, 2021
eBook ISBN:
9783110740905
Paperback published on:
September 20, 2021
Paperback ISBN:
9783110740714
Pages and Images/Illustrations in book
Front matter:
8
Main content:
324
Tables:
3
https://doi.org/10.1515/9783110740905
eBook ISBN: 9783110740905
Paperback ISBN: 9783110740714
Keywords for this book
Insurance mathematics; life insurance calculations; principle of equivalence in insurance mathematics; commutation values; insurance and linear algebra; life insurance techniques; calculating rates; calculating policies; orthogonality
Audience(s) for this book
Students and actuaries in training and practice, as well as practitioners in life and health insurance companies
Safety & product resources
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