Actuarial mathematics for life contingent risks

by Dickson, David C. M.

Type Book

Rate 0.0 /5

Details

Files

Reviews

Download

Title Statements

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

Edition Statements

Publication Date:2020
Edition:3rd ed

Publication Statements

Publisher(s):Cambridge University Press
Place of Publication:New York
Language:eng
Publication Date:2020

The Physical Object

Description:759 p. : : il. ; : 23 cm

Edition Identifiers

ISBN:9781108478083, 1108478085
oclc:on1132263435

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.