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Fundamentals of actuarial mathematics / S. David Promislow.

By: Material type: TextTextPublication details: Chichester : John Wiley, c2015.Edition: 3rd edDescription: xxi, 527 p. ; 26 cmISBN:
  • 9781118782460
Subject(s): DDC classification:
  • 519.82 23 P965
Contents:
1 Introduction and motivation-- 2 The basic deterministic model-- 3 The life table-- 4 Life annuities-- 5 Life insurance-- 6 Insurance and annuity reserves-- 7 Fractional durations-- 8 Continuous payments-- 9 Select mortality-- 10 Multiple-life contracts-- 11 Multiple-decrement theory-- 12 Expenses and Profits-- 13 Specialized topics-- 14 Survival distributions and failure times-- 15 The stochastic approach to insurance and annuities-- 16 Simplifications under level benefit contracts-- 17 The minimum failure time-- 18 An introduction to stochastic processes-- 19 Multi-state models-- 20 Introduction to the Mathematics of Financial Markets-- 21 Compound distributions-- 22 Risk Assessment-- 23 Ruin models-- 24 Credibility theory-- Appendix A review of probability theory-- References-- Index .
Summary: This book provides a comprehensive coverage of both the deterministic and stochastic models of life contingencies, risk theory, credibility theory, multi-state models, and an introduction to modern mathematical finance.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.82 P965 (Browse shelf(Opens below)) Available 136139
Total holds: 0

Includes bibliographical references and index.

1 Introduction and motivation--
2 The basic deterministic model--
3 The life table--
4 Life annuities--
5 Life insurance--
6 Insurance and annuity reserves--
7 Fractional durations--
8 Continuous payments--
9 Select mortality--
10 Multiple-life contracts--
11 Multiple-decrement theory--
12 Expenses and Profits--
13 Specialized topics--
14 Survival distributions and failure times--
15 The stochastic approach to insurance and annuities--
16 Simplifications under level benefit contracts--
17 The minimum failure time--
18 An introduction to stochastic processes--
19 Multi-state models--
20 Introduction to the Mathematics of Financial Markets--
21 Compound distributions--
22 Risk Assessment--
23 Ruin models--
24 Credibility theory--
Appendix A review of probability theory--
References--
Index .

This book provides a comprehensive coverage of both the deterministic and stochastic models of life contingencies, risk theory, credibility theory, multi-state models, and an introduction to modern mathematical finance.

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