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Dickson, D. C. M. 1959-

Actuarial mathematics for life contingent risks / David C. M. Dickson, Mary R. Hardy, and Howard R. Waters. - 2nd ed.. - Cambridge : Cambridge University Press, 2013. - xxi, 597 p. : ill. ; 23 cm. - International series on actuarial science. .

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.

9781107044074 (hardback)


Insurance--Mathematics.
Risk (Insurance)--Mathematics.

368.01 / D554

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English |