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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.

By: Dickson, D. C. M. (David C. M.), 1959- [author].
Contributor(s): Hardy, Mary, 1958- [author.] | Waters, H. R. (Howard Richard,) [author.].
Material type: materialTypeLabelBookSeries: International series on actuarial science: Publisher: New York : Cambridge University Press, 2013Edition: Second edition.Description: xxi, 597 pages : illustrations ; 24 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9781107044074 (hardback).Subject(s): Insurance -- Mathematics | Risk (Insurance) -- Mathematics
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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Item type Current location Call number Copy number Status Date due Barcode
Book Main Library
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HG8781 .D528 2013 (Browse shelf) 1 Available 1000100431
Book Main Library
Open Shelf Collection
HG8781 .D528 2013 (Browse shelf) 2 Available 1000100432

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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