Actuarial mathematics for life contingent risks / David C. M. Dickson, Mary R. Hardy, Howard R. Waters.
By: Dickson, D. C. M. (David C. M.).
Contributor(s): Hardy, Mary | Waters, H. R.
Material type:
BookSeries: International series on actuarial science.Publisher: New York : Cambridge University Press, [2013]Edition: 2nd ed.Description: xxi, 597 pages : illustrations ; 24 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9781107044074 (hardback) :.Subject(s): Insurance -- Mathematics | Risk (Insurance) -- MathematicsDDC classification: 368.01
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.
| Item type | Current location | Call number | Copy number | Status | Date due |
|---|---|---|---|---|---|
Monograph
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Indian Institute of Management Udaipur A9/3 | 368.01 (Browse shelf) | 1 | Available |
Browsing Indian Institute of Management Udaipur Shelves , Shelving location: A9/3 Close shelf browser
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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