Longevity risks [Elektronische Ressource] : modelling and financial engineering / vorgelegt von Shaohui Wang

Universität UlmFakultät für Mathematik undWirtschaftswissenschaftenLongevity Risks:Modelling andFinancial EngineeringDissertationzur Erlangung des DoktorgradesDr. rer. nat.der Fakutät für Mathematik und Wirtschaftswissenschaftender Universität Ulmvorgelegt vonDipl.-Math. oec. Shaohui WangausBaixiang, ChinaUlm, im Mai 2008iiAmtierender DekanProf. Dr. Frank StehlingGutachter1. Gutachter: Prof. Dr. Rüdiger Kiesel2. Gutachter: Prof. Dr. Hans-Joachim ZwislerTag der Promotion07. Juli 2008AcknowledgementsThis thesis would not have been possible without the financial support by GermanScience Foundation Research Training Group: modelling, analysis and simulation ineconomy mathematics.I take the opportunity to thank my academic advisor Professor Dr.Rüdiger Kieselwho opened me the door to the inter-discipline research of longevity risks from finan-cial mathematical perspectives and who supported my studies and stays in every phase.I highly appreciate his strategical advises to my work and his encouragement, whichbuilded up an ideal research environment beyond my expectation.I would also like to thank Professor Dr. Hans-Joachim Zwiesler who introducedthe actuarial science to me and was friendly available as second supervisor to my thesis.Further, I thank my parents for their financial and emotional supports for my stud-ies and stays in Germany.