Actuarial Mathematics for Life Contingent Risks 3/e [Dickson] 9781108478083

🔸書名:Actuarial Mathematics for Life Contingent Risks 3/e
🔸作者:Dickson
🔸ISBN:9781108478083
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商品編號: MA0471H

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產品介紹

The substantially updated third edition of the popular Actuarial Mathematics for Life Contingent Risks is suitable for advanced undergraduate and graduate students of actuarial science, for trainee actuaries preparing for professional actuarial examinations, and for life insurance practitioners who wish to increase or update their technical knowledge. The authors provide intuitive explanations alongside mathematical theory, equipping readers to understand the material in sufficient depth to apply it in real-world situations and to adapt their results in a changing insurance environment. Topics include modern actuarial paradigms, such as multiple state models, cash-flow projection methods and option theory, all of which are required for managing the increasingly complex range of contemporary long-term insurance products. Numerous exam-style questions allow readers to prepare for traditional professional actuarial exams, and extensive use of Excel ensures that readers are ready for modern, Excel-based exams and for the actuarial work environment.

規格說明

頁數:784
版次:第3版
年份:2020年
規格:精裝/單色
ISBN:9781108478083

產品內容與運送說明

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

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