Actuarial Mathematics for Life Contingent Risks

Actuarial Mathematics for Life Contingent Risks

Dickson, David C. M.; Waters, Howard R.; Hardy, Mary R.

Cambridge University Press

12/2019

782

Dura

Inglês

9781108478083

15 a 20 dias

1340

Preface to the third edition; 1. Introduction to life and long term health insurance; 2. Survival models; 3. Life tables and selection; 4. Insurance benefits; 5. Annuities; 6. Premium calculation; 7. Policy values; 8. Multiple state models; 9. Multiple decrement models; 10. Joint life and last survivor benefits; 11. Pension mathematics; 12. Yield curves and non-diversifiable risk; 13. Emerging costs for traditional life insurance; 14. Universal life insurance; 15. Emerging costs for equity-linked insurance; 16. Option pricing; 17. Embedded options; 18. Estimating survival models; 19. Stochastic longevity models; Appendix A. Probability and statistics; Appendix B. Numerical techniques; Appendix C. Monte Carlo simulation; Appendix D. Tables; References; Index.
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