Actuarial mathematics for life contingent risks / David C. M. Dickson, Mary R. Hardy and Howard R. Waters.
Material type: TextSeries: International series on actuarial sciencePublication details: New York : Cambridge University Press, 2013Edition: 2nd edDescription: xxi, 597 p. : ill. ; 24 cmISBN: 9781107044074 (hbk.)Subject(s): Insurance -- Mathematics | Risk (Insurance) -- MathematicsDDC classification: 368.01 LOC classification: HG8781 | .D53 2013Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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General Circulation | APU Library Open Shelf | Book | HG8781 .D53 2013 c.1 (Browse shelf (Opens below)) | 1 | Available (No use restrictions) | 00014744 | |
General Circulation | APU Library Open Shelf | Book | HG8781 .D53 2013 c.2 (Browse shelf (Opens below)) | 2 | Available (No use restrictions) | 00015315 |
Includes bibliographical references (pages 589-591) 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 -- 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.
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