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:
Insurance > Mathematics.
Risk (Insurance) > Mathematics.
Physical Description:xxi, 597 pages ; 24 cm.
Format: Book
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
  • 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.