Actuarial Mathematics for Life Contingent Risks

por Dickson, David; Hardy, Mary; Waters, Howard R.
Actuarial Mathematics for Life Contingent Risks
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ISBN: 978-1-108-47808-3
Editorial: Cambridge University Press
Fecha de la edición: 2019
Edición Nº: 3
idioma: Ingles
Encuadernación:
Nº Pág.: 782

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pvp.99.95 €

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Resumen del libro

Reseña: The substantially updated third edition of the popular Actuarial Mathematics for Life Contingent Risks is suitable for advanced undergraduate and graduate students of actuarial science, for trainee actuaries preparing for professional actuarial examinations, and for life insurance practitioners who wish to increase or update their technical knowledge. The authors provide intuitive explanations alongside mathematical theory, equipping readers to understand the material in sufficient depth to apply it in real-world situations and to adapt their results in a changing insurance environment. Topics include modern actuarial paradigms, such as multiple state models, cash-flow projection methods and option theory, all of which are required for managing the increasingly complex range of contemporary long-term insurance products. Numerous exam-style questions allow readers to prepare for traditional professional actuarial exams, and extensive use of Excel ensures that readers are ready for modern, Excel-based exams and for the actuarial work environment. The Solutions Manual (ISBN 9781108747615), available for separate purchase, provides detailed solutions to the text's exercises.
indice: Preface to the third edition 1. Introduction to life and long term health insurance 2. Survival models 3. Life tables and selection 4. Insurance benefits 5. Annuities 6. Premium calculation 7. Policy values 8. Multiple state models 9. Multiple decrement models 10. Joint life and last survivor benefits 11. Pension mathematics 12. Yield curves and non-diversifiable risk 13. Emerging costs for traditional life insurance 14. Universal life insurance 15. Emerging costs for equity-linked insurance 16. Option pricing 17. Embedded options 18. Estimating survival models 19. Stochastic longevity models Appendix A. Probability and statistics Appendix B. Numerical techniques Appendix C. Monte Carlo simulation Appendix D. Tables References Index.

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