Actuarial mathematics for life contingent risks /
Dickson, D. C. M. 1959-
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. - Second edition. - xxi, 597 pages : illustrations ; 24 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)
2013013708
Insurance--Mathematics.
Risk (Insurance)--Mathematics.
HG8781 / .D528 2013
368/.01 / DIC
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. - Second edition. - xxi, 597 pages : illustrations ; 24 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)
2013013708
Insurance--Mathematics.
Risk (Insurance)--Mathematics.
HG8781 / .D528 2013
368/.01 / DIC