Fundamentals of actuarial mathematics / S. David Promislow.
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TextPublication details: Chichester : John Wiley, c2015.Edition: 3rd edDescription: xxi, 527 p. ; 26 cmISBN: - 9781118782460
- 519.82 23 P965
| 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 |
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| 519.82 P439a Actuarial mathematician | 519.82 P439a Actuarial mathematician | 519.82 P965 Fundamentals of actuarial mathematics | 519.82 P965 Fundamentals of actuarial mathematics / | 519.82 Se438 Survival probabilities | 519.82 T638 Text book on compound interest and annuities | 519.82 T638 Text book on compound interest and annuities |
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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