Actuarial mathematics for life contingent risks / David C. M. Dickson, Mary R. Hardy, Howard R. Waters.

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Bibliographic Details
Main Authors: Dickson, D. C. M. (David C. M.), 1959- (Author), Hardy, Mary, 1958- (Author), Waters, H. R. (Howard Richard) (Author)
Language:English
Published: Cambridge : Cambridge University Press, 2013.
Edition:Second edition.
Series:International series on actuarial science.
Subjects:
Physical Description:xxi, 597 pages ; 24 cm.
Format: Book

MARC

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100 1 |a Dickson, D. C. M.  |q (David C. M.),  |d 1959-  |e author.  |0 http://id.loc.gov/authorities/names/n00095533 
245 1 0 |a Actuarial mathematics for life contingent risks /  |c David C. M. Dickson, Mary R. Hardy, Howard R. Waters. 
250 |a Second edition. 
264 1 |a Cambridge :  |b Cambridge University Press,  |c 2013. 
300 |a xxi, 597 pages ;  |c 24 cm. 
336 |a text  |b txt  |2 rdacontent 
337 |a unmediated  |b n  |2 rdamedia 
338 |a volume  |b nc  |2 rdacarrier 
490 1 |a International series on actuarial science 
504 |a Includes bibliographical references and index. 
505 0 |a 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 -- Yield curves and non-diversiable risk -- Emerging costs for traditional life insurance -- Participating and universal life insurance -- Emerging costs for equity-linked insurance -- Option pricing -- Embedded options -- Probability theory -- Numerical techniques -- Simulation -- Tables -- References. 
650 0 |a Insurance  |x Mathematics.  |0 http://id.loc.gov/authorities/subjects/sh85066815 
650 0 |a Risk (Insurance)  |x Mathematics.  |0 http://id.loc.gov/authorities/subjects/sh85114196 
700 1 |a Hardy, Mary,  |d 1958-  |e author.  |0 http://id.loc.gov/authorities/names/n2002110112 
700 1 |a Waters, H. R.  |q (Howard Richard),  |e author.  |0 http://id.loc.gov/authorities/names/nb2009027294 
830 0 |a International series on actuarial science.  |0 http://id.loc.gov/authorities/names/n2004090956 
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