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Actuarial Mathematics for Life Contingent Risks

3rd edition (current edition)

David C. M. Dickson, University of Melbourne, Mary R. Hardy, University of Waterloo, Ontario, Howard R. Waters, Heriot-Watt University, Edinburgh
Textbook
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.…
Frontmatter
pp i-iv
Dedication
pp v-vi
Contents
pp vii-xviii
Preface to the third edition
pp xix-xxiv
1 - Introduction to life and long-term health insurance
pp 1-33
2 - Survival models
pp 34-57
3 - Life tables and selection
pp 58-103
4 - Insurance benefits
pp 104-140
5 - Annuities
pp 141-178
6 - Premium calculation
pp 179-217
7 - Policy values
pp 218-285
8 - Multiple state models
pp 286-358
9 - Multiple decrement models
pp 359-387
10 - Joint life and last survivor benefits
pp 388-422
11 - Pension mathematics
pp 423-480
12 - Yield curves and non-diversifiable risk
pp 481-505
13 - Emerging costs for traditional life insurance
pp 506-544
14 - Universal life insurance
pp 545-570
15 - Emerging costs for equity-linked insurance
pp 571-599
16 - Option pricing
pp 600-628
17 - Embedded options
pp 629-659
18 - Estimating survival models
pp 660-695
19 - Stochastic longevity models
pp 696-715
A - Probability and statistics
pp 716-726
B - Numerical techniques
pp 727-731
C - Monte Carlo simulation
pp 732-734
D - Tables
pp 735-747
References
pp 748-751
Index
pp 752-760
Look inside Actuarial Mathematics for Life Contingent Risks
3rd edition (current edition)
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Online ISBN: 9781108784184
Published online: 30 April 2020
Hardback ISBN: 9781108478083
Hardback publication date: 19 December 2019

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