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" Actuarial mathematics for life contingent risks / "
David C. M. Dickson, University of Melbourne, Mary R. Hardy, University of Waterloo, Onterio, Howard R. Waters, Heriot-Watt University, Edinburgh
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BL
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| Record Number
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640006
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| Doc. No
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dltt
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| Main Entry
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Dickson, D. C. M., (David C. M.),1959-
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| Title & Author
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Actuarial mathematics for life contingent risks /\ David C. M. Dickson, University of Melbourne, Mary R. Hardy, University of Waterloo, Onterio, Howard R. Waters, Heriot-Watt University, Edinburgh
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| Edition Statement
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Second edition
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| Series Statement
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International series on actuarial science
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| Page. NO
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xxi, 597 pages :: illustrations ;; 24 cm
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| ISBN
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1107044073 (hardback)
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: 9781107044074 (hardback)
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| Bibliographies/Indexes
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Includes bibliographical references (pages 589-591) and index
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| Contents
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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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| Subject
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Insurance-- Mathematics
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Risk (Insurance)-- Mathematics
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| Dewey Classification
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368/.01
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| LC Classification
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HG8781.D528 2013
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HG8781.D528 2013
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| Added Entry
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Hardy, Mary,1958-
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Waters, H. R., (Howard Richard)
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