Life-Insurance-Mathematics The Markovian Model.rar
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Life-Insurance-Mathematics The Markovian Model
by H. Wolthuis

This is the first textbook on the application of Markov chains in life insuracne. The book is primarily meant for actuarial students at a third year undergraduate level or higher leve, specializing in life insurance mathematics.  As background a good foundation in real analysis, and a basic knowledge of probability theory, financial mathematics and actuarial mathematics (eg. Bowers et al.(1997) or Gerber (1997)) is required.  Only limited knowledge of the theroy of stochastic processes is required.  The book is also of interest to the probabilist interested in financial applications of stochastic processes.  To enable easy access a notation has been chosen that largely coincides with that of probability theory and that deviates to some extend from the usual actuarial notation.  The language used is a combination of that of stochastic processes and the insurance terminoloty of actuarial mathematics.