Actuarial mathematics for life contingent risks

by Dickson, 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 ed

Publication Statements

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

The Physical Object

Description:XXI, 597 p. : : il. ; : 24 cm

Edition Identifiers

ISBN:9781107044074, 1107044073
oclc:ocn913115375

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.