Actuarial Mathematics for Life Contingent Risks (3版)

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