000 02055cam a22003734i 4500
999 _c436
_d436
001 17735565
003 IIU
005 20190913105741.0
008 130513s2013 nyua b 001 0 eng
010 _a 2013013708
020 _a9781107044074 (hardback)
040 _aDLC
_beng
_cDLC
_erda
_dDLC
_dIIU
042 _apcc
050 0 0 _aHG8781
_b.D528 2013
082 0 0 _a368/.01
_223
_bDIC
100 1 _aDickson, D. C. M.
_q(David C. M.),
_d1959-
_9708
245 1 0 _aActuarial mathematics for life contingent risks /
_cDavid C. M. Dickson, University of Melbourne, Mary R. Hardy, University of Waterloo, Onterio, Howard R. Waters, Heriot-Watt University, Edinburgh.
250 _aSecond edition.
264 1 _aNew York :
_bCambridge University Press,
_c[2013]
300 _axxi, 597 pages :
_billustrations ;
_c24 cm.
336 _atext
_2rdacontent
337 _aunmediated
_2rdamedia
338 _avolume
_2rdacarrier
490 0 _aInternational series on actuarial science.
504 _aIncludes bibliographical references (pages 589-591) and index.
505 0 _aPreface 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.
650 0 _aInsurance
_xMathematics.
_9232
650 0 _aRisk (Insurance)
_xMathematics.
_9709
700 1 _aHardy, Mary,
_d1958-
_9710
700 1 _aWaters, H. R.
_q(Howard Richard)
_9711
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2ddc
_cBK