Actuarial Mathematics for Life Contingent Risks (3版)

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Actuarial Mathematics for Life Contingent Risks 3/e +作者：Dickson +年份：2020 年3 版 +ISBN：9781108478083 +書號：MA0471H +規格：精裝/單色 +頁數：784 +出版商：Cambridge 內容簡介 1. Introduction to life and long term health 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. Multiple decrement models 10. Joint life and last survivor benefits 11. Pension mathematics 12. Yield curves and non-diversifiable risk 13. Emerging costs for traditional life insurance 14. Universal life insurance 15. Emerging costs for equity-linked insurance 16. Option pricing 17. Embedded options 18. Estimating survival models 19. Stochastic longevity models Appendix A. Probability and statistics Appendix B. Numerical techniques Appendix C. Monte Carlo simulation Appendix D. Tables

Financial Mathematics for Actuaries (3版)

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Financial Mathematics for Actuaries 作 / 譯 者 ： Wai-Sum Chan,Yiu-Kuen Tse I S B N - 13 ： 9789811245671 I S B N - 10 ： 9811245673 類 別： 財務其他 版 次： 3 版 年 份： 2022 規 格： 345 頁 出 版 商： World Scientific Publishing 內容簡介 This book provides a thorough understanding of the fundamental concepts of financial mathematics essential for the evaluation of any financial product and instrument. Mastering concepts of present and future values of streams of cash flows under different interest rate environments is core for actuaries and financial economists. This book covers the body of knowledge required by the Society of Actuaries (SOA) for its Financial Mathematics (FM) Exam. The third edition includes major changes such as an addition of an "R Laboratory" section in each chapter, except for Chapter 9. These sections provide R codes to do various computations, which will facilitate students to apply conceptual knowledge. Additionally, key definitions have been revised and the theme structure has been altered. Students studying undergraduate courses on financial mathematics for actuaries will find this book useful. This book offers numerous examples and exercises, some of which are adapted from previous SOA FM Exams. It is also useful for students preparing for the actuarial professional exams through self-study. 目錄 Ch 1 Interest Accumulation and Time Value of Money Ch 2 Annuities Ch 3 Spot Rates, Forward Rates and the Term Structure Ch 4 Rates of Return Ch 5 Loans and Costs of Borrowing Ch 6 Bonds and Bond Pricing Ch 7 Bond Yields and the Term Structure Ch 8 Bond Management Ch 9 Interest Rates and Financial Securities Ch10 Stochastic Interest Rates