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Life Insurance Mathematics, 3rd Edition With Exercises Contributed by Samuel H. Cox
Rok: 1997
ISBN: 9783540622420
OKCZID: 110028171
Citace (dle ČSN ISO 690):
GERBER, Hans U. Life insurance mathematics. 3nd ed. Berlin: Springer, c1997. xvii, 217 s.
Anotace
From the reviews: "The highly esteemed 1990 first edition of this book now appears in a much expanded second edition. The difference between the first two English editions is entirely due to the addition of numerous exercises. The result is a truly excellent book, balancing ideally between theory and practice. ....As already hinted at above, this book provides the ideal bridge between the classical (deterministic) life insurance theory and the emerging dynamic models based on stochastic processes and the modern theory of finance. The structure of the bridge is very solid, though at the same time pleasant to walk along. I have no doubt that Gerber's book will become the standard text for many years to come. Metrika, 44, 1996, 2