Asia Pacific University Library catalogue


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

By: Dickson, D. C. M. (David C. M.), 1959-Contributor(s): Hardy, Mary, 1958- | Waters, H. R. (Howard Richard)Material type: TextTextSeries: 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 2013
Contents:
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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Item type Current library Collection Call number Copy number Status Date due Barcode
General Circulation General Circulation APU Library
Open Shelf 		Book HG8781 .D53 2013 c.1 (Browse shelf (Opens below)) 1 Available (No use restrictions) 00014744
General Circulation 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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