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" Life Insurance Mathematics "
by Hans U. Gerber.
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BL
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| Record Number
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759255
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| Doc. No
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b579226
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| Main Entry
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by Hans U. Gerber.
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| Title & Author
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Life Insurance Mathematics\ by Hans U. Gerber.
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| Publication Statement
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Berlin, Heidelberg : Springer Berlin Heidelberg, 1990
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| Page. NO
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(xiii, 134 pages)
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| ISBN
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3662026554
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: 9783662026557
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| Contents
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1 The Mathematics of Compound Interest --; 2 The Future Lifetime of a Life Aged x --; 3 Life Insurance --; 4 Life Annuities --; 5 Net Premiums --; 6 Net Premium Reserves --; 7 Multiple Decrements --; 8 Multiple Life Insurance --; 9 The Total Claim Amount in a Portfolio --; 10 Expense Loadings --; 11 Estimating Probabilities of Death --; Appendix A. Commutation Functions --; Appendix B. Simple Interest --; References.
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| Abstract
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This concise introduction to life contingencies, the theory behind the actuarial work around life insurance and pension funds, is written for the reader who likes applied mathematics. In addition to the model of life contingencies, the theory of compound interest is explained and it is shown how mortality and other rates can be estimated from observations. The probabilistic model is used consistently (and the traditional deterministic model avoided). Emphasis is put on the general ideas, which are illustrated by means of examples and interpretations. Recursive formulae and reasoning are discussed in detail.
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| Subject
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Economics.
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Statistics.
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| LC Classification
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HG8782.B943 1990
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| Added Entry
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Hans U Gerber
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