Actuarial mathematics for life contingent risks / David C.M. Dickson, University of Melbourne, Mary R. Hardy, University of Waterloo, Onterio, Howard R. Waters, Heriot-Watt University, Edinburgh.
Material type: TextSeries: International series on actuarial sciencePublisher: New York : Cambridge University Press, [2013]Copyright date: ©2013Edition: Second editionDescription: xxi, 597 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 1107044073
- 9781107044074
- 368.01 23
- HG8781 .D528 2013
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 368.01 DIC (Browse shelf(Opens below)) | 1 | Available | A554087B |
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368.009 BER Against the gods : the remarkable story of risk / | 368.01 BOR Economics of insurance / | 368.01 BUH Mathematical methods in risk theory / | 368.01 DIC Actuarial mathematics for life contingent risks / | 368.01 KHM Statistical methods with applications to demography and life insurance / | 368.01 KLU Solutions manual to accompany Loss models : from data to decisions / | 368.01 REE The microeconomics of insurance / |
Includes bibliographical references and index.
Preface to the second edition page -- Introduction to life insurance -- Survival models -- Life tables and selection -- Insurance benefits -- Annuities -- Premium calculation -- Policy values -- Multiple state models -- Joint life and last survivor benefits -- Pension mathematics -- Yield curves and non-diversiable risk -- Emerging costs for traditional life insurance -- Participating and universal life insurance -- Emerging costs for equity-linked insurance -- Option pricing -- Embedded options -- Appendix A. Probability theory -- Appendix B. Numerical techniques -- Appendix C. Simulation -- Appendix D. Tables -- References.
"Actuarial Mathematics for Life Contingent Risks, 2nd edition, is the sole required text for the Society of Actuaries Exam MLC Fall 2015 and Spring 2016... Three leaders in actuarial science balance rigor with intuition and emphasize practical applications using computational techniques to provide a modern perspective on life contingencies and equip students for the products and risk structures of the future. The authors then develop a more contemporary outlook, introducing multiple state models, emerging cash flows and embedded options. The 210 exercises provide meaningful practice with both long-answer and multiple choice questions."--Publisher's description."
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