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Actuarial Mathematics for Life Contingent Risks

David C. M. Dickson, Mary R. Hardy and Howard R. Waters
Publisher: 
Cambridge University Press
Publication Date: 
2013
Number of Pages: 
597
Format: 
Hardcover
Edition: 
2
Series: 
International Series on Actuarial Science
Price: 
89.00
ISBN: 
9781107044074
Category: 
Textbook
[Reviewed by
Fernando Q. Gouvêa
, on
09/14/2013
]

See our review of the first edition. The major changes for the second edition are:

  • The material on joint life models has been expanded and given its own chapter.
  • A chapter on profit sharing and Universal Life Insurance has been added.
  • There have been additions to the material on policy values that reflects US valuation methods.
  • Short examination-style questions have been added to many chapters.

 

Preface to the Second Edition
1. Introduction to life 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. Joint life and last survivor benefits
10. Pension mathematics
11. Yield curves and non-diversifiable risk
12. Emerging costs for traditional life insurance
13. Participating and universal life insurance
14. Emerging costs for equity-linked insurance
15. Option pricing
16. Embedded options
A. Probability theory
B. Numerical techniques
C. Simulation
D. Tables
References
Index.

Dummy View - NOT TO BE DELETED