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Document Type: | Book |
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All Authors / Contributors: |
D C M Dickson; Mary Hardy; H R Waters |
ISBN: | 1107044073 9781107044074 |
OCLC Number: | 843124183 |
Description: | xxi, 597 pages : illustrations ; 24 cm. |
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. |
Series Title: | International series on actuarial science. |
Responsibility: | David C.M. Dickson, University of Melbourne, Mary R. Hardy, University of Waterloo, Onterio, Howard R. Waters, Heriot-Watt University, Edinburgh. |
Abstract:
Three leaders in actuarial science give a modern perspective on life contingencies. Balancing rigour and intuition, and emphasizing applications, this modern text is ideal for university courses and actuarial exam preparation. This second edition includes brand new chapters and exercises, and will prepare students for the new-style MLC exam.
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Publisher Synopsis
Review of the first edition: 'The book is well written, well organized, and easy to read. It may be an excellent textbook for both undergraduate and graduate programs in actuarial science. It is also a rich source of useful information for practitioners of the actuarial profession and financial risk managers who seek a practical and inspiring guide to liability cash flow modeling and valuation.' Scandinavian Actuarial Journal Read more...
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