Actuarial mathematics for life contingent risks

by Dickson, D. C. M., (David C. M.)

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Title Statements

Full title :Actuarial mathematics for life contingent risks / David C M Dickson, Mary R Hardy, Howard R Waters.

Edition Statements

Publication Date:2013.
Edition:2nd edition

Publication Statements

Publisher(s):Cambridge University Press
Place of Publication:Cambridge
Language:eng
Publication Date:2013.

Notes

Index: pages 592-597.

The Physical Object

Description:xxi, 597 pages +

Edition Identifiers

ISBN:9781107044074, 1107044073
oclc:ocn869337344
LC Classification:HG8781
Dewey Decimal:368/.01

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 -- 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.

Subjects

Assurance -- Mathématiques Assurance -- Problèmes et exercices. --… exercise books Insurance -- Mathematics Insurance -- Problems, exercises, etc. … Problèmes et exercices Problems and exercises Risk (Insurance) -- Mathematics Risk (Insurance) -- Problems, exercises… Risque (Assurance) -- Mathématiques Risque (Assurance) -- Problèmes et exer…