免費 LIFE INSURANCE MATHEMATICS

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LIfe Insurance Mathematics 2002 RagnarNorberg.pdf (367.66 KB)

2013-12-22 00:03:13 上传

LIFE INSURANCE MATHEMATICS 2002

Ragnar Norberg

London School of Economics

Abstract

Since the pioneering days of Black, Merton and Scholes financial mathematics has developed rapidly into a 　ourishing area of science. Its impacts on insurance are great by any calculation: applications are virtually countless and even the basic paradigms are being rethought. This talk focuses on life insurance and

shows how the mathematics of finance and of insurance dovetail into a consistent, model-based approach to measurement and management of combined insurance risk and finance risk.

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关键词：mathematics Mathematic Insurance Thematic insuran developed insurance science Black

thanks..