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Actuarial mathematics for life contingent risks /

by Dickson, D. C. M.
Authors: Hardy, Mary,%1958-%author | Waters, H. R.%(Howard Richard)%author Series: International series on actuarial science. Published by : Cambridge University Press, (Cambridge :) Physical details: xxi, 597 p. : ill. ; 23 cm. ISBN: 1107044073 Subject(s): Insurance %Mathematics. | Risk (Insurance) %Mathematics. Year: 2013
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Item type Location Call Number Status Date Due
Book Book AUM Main Library 368.01 D554 (Browse Shelf) Available

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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