Cover image for Actuarial mathematics for life contingent risks
Title:
Actuarial mathematics for life contingent risks
Author:
Dickson, D. C. M. (David C. M.), 1959- author.
ISBN:
9781107044074
Edition:
Second edition.
Publication Information:
New York : Cambridge University Press, 2015.
Physical Description:
xxi, 597 pages : illustrations ; 24 cm.
Series:
International series on actuarial science
Contents:
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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Book 7.2/15/38979 HG8781 D528 2015
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