Actuarial mathematics for life contingent risks David C. M. Dickson, University of Melbourne, Mary R. Hardy, University of Waterloo, Onterio, Howard R. Waters, Heriot-Watt University, Edinburgh.

By:

Dickson, D. C. M. (David C. M.), 1959-

Contributor(s):

Series: International series on actuarial sciencePublication details: USA Cambridge University press 2013Edition: Second editionDescription: xxi, 597 pages : illustrations ; 24 cmISBN:

9781107044074 (hardback)

Subject(s):

DDC classification:

368/.01 23

LOC classification:

HG8781.D528 2013

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.

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Holdings
Item type	Current library	Call number	Status	Barcode
BOOK	Strathmore University (Main Library) Open Shelf	HG8781.D528 2013	Available	93395
BOOK	Strathmore University (Main Library) Open Shelf	HG8781.D528 2013	Available	93394
BOOK	Strathmore University (Main Library) Open Shelf	HG8781.D528 2013	Available	93393
BOOK	Strathmore University (Main Library) Open Shelf	HG8781.D528 2013	Available	93392
BOOK	Strathmore University (Main Library) Open Shelf	HG8781.D528 2013	Available	93391