Actuarial mathematics for life contingent risks

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Bibliographic Details
Main Author: Dickson, David C. M. 1959-
Other Authors: Hardy, Mary 1958-, Waters, H. R. (Howard Richard)
Format: Book
Language:English
Published: New York Cambridge University Press 2013
Edition:2nd,
Series:International series on actuarial science
Subjects:
Online Access:Click Here to View Status and Holdings.
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Table of 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.