Financial and insurance formulas:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Physica-Verl.
2010
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XV, 418 S. graph. Darst. |
| ISBN: | 9783790825923 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV036614279 | ||
| 003 | DE-604 | ||
| 005 | 20100817 | ||
| 007 | t | ||
| 008 | 100812s2010 d||| |||| 00||| eng d | ||
| 020 | |a 9783790825923 |9 978-3-7908-2592-3 | ||
| 035 | |a (OCoLC)665160197 | ||
| 035 | |a (DE-599)BVBBV036614279 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-11 | ||
| 082 | 0 | |a 332.0151 |2 22/ger | |
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 100 | 1 | |a Cipra, Tomas |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Financial and insurance formulas |c Tomas Cipra |
| 264 | 1 | |a Berlin [u.a.] |b Physica-Verl. |c 2010 | |
| 300 | |a XV, 418 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Versicherungsmathematik |0 (DE-588)4063194-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | 1 | |a Versicherungsmathematik |0 (DE-588)4063194-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020534462&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-020534462 | ||
Record in the Search Index
| _version_ | 1804143221173911552 |
|---|---|
| adam_text | CONTENTS 1 INTRODUCTION 1 PART I FINANCIAL FORMULAS 2 SIMPLE INTEREST
AND DISCOUNT 5 2.1 SIMPLE INTEREST 5 2.2 CALENDAR CONVENTIONS 7 2.3
SIMPLE INTEREST WITH PRINCIPALS CREDITED WTHLY 9 2.4 SIMPLE DISCOUNT 9
FURTHER READING 10 3 COMPOUND INTEREST AND DISCOUNT 11 3.1 COMPOUND
INTEREST 11 3.2 COMPOUND DISCOUNT 12 3.3 COMPOUND INTEREST AND DISCOUNT
CONVERTIBLE MTHLY 13 3.4 COMBINATION OF SIMPLE AND COMPOUND INTEREST 15
FURTHER READING 16 4 CONTINUOUS INTEREST AND DISCOUNT 17 FURTHER READING
19 5 CLASSICAL ANALYSIS OF INTEREST RATES 21 5.1 RISK-FREE INTEREST RATE
AND REAL INTEREST RATE 21 5.2 TERM STRUCTURE OF INTEREST RATES 23
FURTHER READING 24 6 SYSTEMS OF CASH FLOWS 25 6. 1 PRESENT AND FUTURE
VALUE 25 6.2 INTERNAL RATE OF RETURN 28 6.3 PAYBACK PERIOD 30 6.4
DURATION 31 6.5 CONVEXITY 33 FURTHER READING 34 BIBLIOGRAFISCHE
INFORMATIONEN HTTP://D-NB.INFO/1006567410 DIGITALISIERT DURCH VIII
CONTENTS 7 ANNUITIES 35 7.1 ANNUITY CALCULUS 36 7.2 DYNAMIC ANNUITIES 40
7.3 ANNUITIES PAYABLE MTHLY 44 7.4 CONTINUOUSLY PAYABLE ANNUITIES 45 7.5
AMORTIZATION OF DEBT 46 FURTHER READING 48 8 DEPRECIATION 51 FURTHER
READING 53 9 FINANCIAL INSTRUMENTS 55 9.1 DISCOUNT SECURITIES 55 9.2
BONDS 57 9.3 STOCKS 65 9.4 CURRENCIES 71 FURTHER READING 71 10
DERIVATIVE SECURITIES 73 10.1 GENERAL CLASSIFICATION 73 10.2 FORWARDS 74
10.3 FUTURES 78 10.4 SWAPS 80 10.5 OPTIONS 81 FURTHER READING 89 11
UTILITY THEORY 91 FURTHER READING 93 12 RATE OF RETURN AND FINANCIAL
RISK 95 12.1 RATE OF RETURN 95 12.2 FINANCIAL RISK 98 12.3 VALUE AT RISK
VAR 102 12.4 CREDIT AT RISK CAR 105 FURTHER READING 107 13 PORTFOLIO
ANALYSIS AND CAPM MODEL 109 13.1 CONSTRUCTION OF PORTFOLIO 109 13.2
PORTFOLIO WITH A RISK-FREE ASSET 114 13.3 CAPM MODEL 116 FURTHER READING
118 14 ARBITRAGE THEORY 119 FURTHER READING 122 15 FINANCIAL STOCHASTIC
ANALYSIS 123 15.1 WIENER PROCESS IN FINANCE 123 15. CONTENTS IX 15.4
STOCHASTIC DIFFERENTIAL EQUATIONS SDE 128 15.5 ITO S LEMMA 129 15.6
GIRSANOV THEOREM ON EQUIVALENT MARTINGALE PROBABILITY ... 130 15.7
THEOREM ON MARTINGALE REPRESENTATION 132 15.8 DERIVATIVES PRICING BY
MEANS OF EQUIVALENT MARTINGALE PROBABILITIES 132 15.9 DERIVATIVES
PRICING BY MEANS OF PARTIAL DIFFERENTIAL EQUATIONS PDE 134 15.10 TERM
STRUCTURE MODELING 135 FURTHER READING 139 PART II INSURANCE FORMULAS 16
INSURANCE CLASSIFICATION 143 FURTHER READING 148 17 ACTUARIAL DEMOGRAPHY
149 17.1 SELECTED POPULATION INDICATORS 149 17.2 LIFE TABLES 153 17.3
MORTALITY AND SURVIVAL MODELING 157 17.4 MULTIPLE DECREMENT MODELS 161
17.5 MULTIPLE LIFE FUNCTIONS 162 17.6 COMMUTATION FUNCTIONS 162 FURTHER
READING ._ 164 18 CLASSICAL LIFE INSURANCE 165 18.1 BASIC CONCEPTS OF
LIFE INSURANCE 165 18.2 SYMBOLS AND CALCULATION PRINCIPLES OF LIFE
INSURANCE 167 18.3 TECHNICAL PROVISIONS IN LIFE INSURANCE 170 18.4 PURE
ENDOWMENTS 174 18.5 WHOLE LIFE AND TERM INSURANCE 175 18.6 FURTHER
PRODUCTS OF CAPITAL LIFE INSURANCE 180 18.7 LIFE ANNUITIES 183 18.8
MULTIPLE LIFE INSURANCE 189 18.9 PREMIUM RESERVE AND ITS IMPLICATIONS
190 18.10 MEDICAL UNDERWRITING 192 FURTHER READING 193 1 X CONTENTS 20
PENSION INSURANCE 209 20. 1 BASIC CONCEPTS OF PENSION INSURANCE 209 20.2
DEFINED CONTRIBUTION PLAN 211 20.3 DEFINED BENEFIT PLAN 213 FURTHER
READING 217 21 CLASSICAL NON-LIFE INSURANCE 219 21.1 BASIC CONCEPTS OF
NON-LIFE INSURANCE 219 21.2 PREMIUM CALCULATIONS IN NON-LIFE INSURANCE
222 21.3 FORMS OF NON-LIFE INSURANCE AND DEDUCTIBLES 225 21.4 TECHNICAL
PROVISIONS IN NON-LIFE INSURANCE 228 21.5 BONUS-MALUS SYSTEMS 233
FURTHER READING 234 22 RISK THEORY IN INSURANCE 235 22.1 COLLECTIVE RISK
MODEL 235 22.2 AGGREGATE CLAIM DISTRIBUTION 238 22.3 COPULA 242 22.4
CREDIBILITY PREMIUM 243 22.5 RUIN PROBABILITY 246 22.6 DEDUCTIBLE 248
22.7 CALCULATIONS FOR BONUS-MALUS SYSTEMS 251 FURTHER READING 252 23
HEALTH INSURANCE 255 FURTHER READING 257 24 REINSURANCE 259 24. 1 BASIC
CONCEPTS OF REINSURANCE 259 24.2 TYPES OF REINSURANCE 261 24.3 SOLVENCY
267 24.4 ALTERNATIVE RISK TRANSFER ART 269 FURTHER READING 271 PART III
FORMULAS OF RELATED DISCIPLINES 25 MATHEMATICAL COMPENDIUM 275 25. 1
POWER CONTENTS XI 25.8 BINOMIAL THEOREM (A, B E R; N E N) 278 25.9 SUMS
OF POWERS OF NATURAL NUMBERS (N E N) 278 25.10 NUMERICAL SERIES {A ,D,
Q, V E R;W E N) 278 K 2 5 . 1 1 M E A N S ( X I , . . . , X * * R ; I F
C , N , 7 I I , . . . , * E N ; N = N ; ) .... 2 8 0 I=I 25.12 BETA
AND GAMMA FUNCTION (X, P, Q E R; P 0, Q 0; N E N) .. 280 FURTHER
READING 281 26 PROBABILITY THEORY 283 26.1 RANDOM EVENTS AND PROBABILITY
283 26.2 CONDITIONAL PROBABILITY AND INDEPENDENT EVENTS 284 26.3 RANDOM
VARIABLES AND THEIR BASIC CHARACTERISTICS 285 26.4 IMPORTANT DISCRETE
DISTRIBUTIONS 288 26.5 IMPORTANT CONTINUOUS DISTRIBUTIONS 289 26. XII
CONTENTS 28.5 RANDOM REGRESSORS AND INSTRUMENTAL VARIABLE ESTIMATION . .
. 335 28.6 SIMULTANEOUS EQUATION MODELS AND 2SLS-ESTIMATOR 336 FURTHER
READING 338 29 INDEX NUMBERS 339 29.1 INDICES AS INSTRUMENTS OF
COMPARISON 339 29.2 INDICES IN PRACTICE 340 29.3 STOCK EXCHANGE
INDICATORS 342 FURTHER READING 343 30 STOCHASTIC PROCESSES 345 30.1
CLASSIFICATION AND BASIC CHARACTERISTICS OF STOCHASTIC PROCESSES 345
30.2 MARKOV CHAINS 347 30.3 MARKOV PROCESSES 351 30.4 IMPORTANT
STOCHASTIC PROCESSES 353 30.5 SPECTRAL PROPERTIES OF STOCHASTIC
PROCESSES 357 FURTHER READING 360 31 STATISTICAL ANALYSIS OF TIME SERIES
361 31.1 PREDICTIONS IN TIME SERIES 361 31.2 DECOMPOSITION OF (ECONOMIC)
TIME SERIES 362 31.3 ESTIMATION OF CORRELATION AND SPECTRAL
CHARACTERISTICS 369 31.4 LINEAR TIME SERIES 371 31.5 NONLINEAR AND
FINANCIAL TIME SERIES 376 31.6 MULTIVARIATE TIME SERIES 381 31.7 KAIMAN
FILTER 382 FURTHER READING 385 INDEX 387
|
| any_adam_object | 1 |
| author | Cipra, Tomas |
| author_facet | Cipra, Tomas |
| author_role | aut |
| author_sort | Cipra, Tomas |
| author_variant | t c tc |
| building | Verbundindex |
| bvnumber | BV036614279 |
| classification_rvk | SK 980 |
| ctrlnum | (OCoLC)665160197 (DE-599)BVBBV036614279 |
| dewey-full | 332.0151 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.0151 |
| dewey-search | 332.0151 |
| dewey-sort | 3332.0151 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01311nam a2200349 c 4500</leader><controlfield tag="001">BV036614279</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20100817 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">100812s2010 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783790825923</subfield><subfield code="9">978-3-7908-2592-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)665160197</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV036614279</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-11</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.0151</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Cipra, Tomas</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial and insurance formulas</subfield><subfield code="c">Tomas Cipra</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Physica-Verl.</subfield><subfield code="c">2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XV, 418 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Versicherungsmathematik</subfield><subfield code="0">(DE-588)4063194-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Versicherungsmathematik</subfield><subfield code="0">(DE-588)4063194-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020534462&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-020534462</subfield></datafield></record></collection> |
| id | DE-604.BV036614279 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:44:13Z |
| institution | BVB |
| isbn | 9783790825923 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020534462 |
| oclc_num | 665160197 |
| open_access_boolean | |
| owner | DE-11 |
| owner_facet | DE-11 |
| physical | XV, 418 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Physica-Verl. |
| record_format | marc |
| spelling | Cipra, Tomas Verfasser aut Financial and insurance formulas Tomas Cipra Berlin [u.a.] Physica-Verl. 2010 XV, 418 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Versicherungsmathematik (DE-588)4063194-1 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020534462&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Cipra, Tomas Financial and insurance formulas Finanzmathematik (DE-588)4017195-4 gnd Versicherungsmathematik (DE-588)4063194-1 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4063194-1 |
| title | Financial and insurance formulas |
| title_auth | Financial and insurance formulas |
| title_exact_search | Financial and insurance formulas |
| title_full | Financial and insurance formulas Tomas Cipra |
| title_fullStr | Financial and insurance formulas Tomas Cipra |
| title_full_unstemmed | Financial and insurance formulas Tomas Cipra |
| title_short | Financial and insurance formulas |
| title_sort | financial and insurance formulas |
| topic | Finanzmathematik (DE-588)4017195-4 gnd Versicherungsmathematik (DE-588)4063194-1 gnd |
| topic_facet | Finanzmathematik Versicherungsmathematik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020534462&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT cipratomas financialandinsuranceformulas |