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Cover: 9781108478083 | Actuarial Mathematics for Life Contingent Risks | Howard R. Waters
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Actuarial Mathematics for Life Contingent Risks
Buch von David C. M. Dickson (u. a.)
Sprache: Englisch

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Beschreibung
This very readable book prepares students for professional exams and for real-world actuarial work in life insurance and pensions.
This very readable book prepares students for professional exams and for real-world actuarial work in life insurance and pensions.
Über den Autor
David C. M. Dickson holds a Ph.D. in Actuarial Science from Heriot-Watt University, Edinburgh, and is a Fellow of the Institute and Faculty of Actuaries and the Institute of Actuaries of Australia. He lectured for seven years at Heriot-Watt University before moving to the University of Melbourne in 1993. In 2000 Dickson was appointed to the Chair in Actuarial Studies in Melbourne. He was Head of the Department of Economics from 2016 to 2018. He has twice been awarded the H.M. Jackson Prize of the Institute of Actuaries of Australia, most recently for his book Insurance Risk and Ruin (2016).
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 2020
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Gebunden
ISBN-13: 9781108478083
ISBN-10: 1108478085
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Dickson, David C. M.
Hardy, Mary R.
Waters, Howard R.
Hersteller: Cambridge University Press
Maße: 235 x 157 x 46 mm
Von/Mit: David C. M. Dickson (u. a.)
Erscheinungsdatum: 08.06.2020
Gewicht: 1,267 kg
Artikel-ID: 117846181
Über den Autor
David C. M. Dickson holds a Ph.D. in Actuarial Science from Heriot-Watt University, Edinburgh, and is a Fellow of the Institute and Faculty of Actuaries and the Institute of Actuaries of Australia. He lectured for seven years at Heriot-Watt University before moving to the University of Melbourne in 1993. In 2000 Dickson was appointed to the Chair in Actuarial Studies in Melbourne. He was Head of the Department of Economics from 2016 to 2018. He has twice been awarded the H.M. Jackson Prize of the Institute of Actuaries of Australia, most recently for his book Insurance Risk and Ruin (2016).
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 2020
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Gebunden
ISBN-13: 9781108478083
ISBN-10: 1108478085
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Dickson, David C. M.
Hardy, Mary R.
Waters, Howard R.
Hersteller: Cambridge University Press
Maße: 235 x 157 x 46 mm
Von/Mit: David C. M. Dickson (u. a.)
Erscheinungsdatum: 08.06.2020
Gewicht: 1,267 kg
Artikel-ID: 117846181
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