Fundamentals of Actuarial Mathematics

Fundamentals of Actuarial Mathematics PDF Author: S. David Promislow
Publisher: John Wiley & Sons
ISBN: 0470978074
Category : Mathematics
Languages : en
Pages : 390

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Book Description
This book provides a comprehensive introduction to actuarial mathematics, covering both deterministic and stochastic models of life contingencies, as well as more advanced topics such as risk theory, credibility theory and multi-state models. This new edition includes additional material on credibility theory, continuous time multi-state models, more complex types of contingent insurances, flexible contracts such as universal life, the risk measures VaR and TVaR. Key Features: Covers much of the syllabus material on the modeling examinations of the Society of Actuaries, Canadian Institute of Actuaries and the Casualty Actuarial Society. (SOA-CIA exams MLC and C, CSA exams 3L and 4.) Extensively revised and updated with new material. Orders the topics specifically to facilitate learning. Provides a streamlined approach to actuarial notation. Employs modern computational methods. Contains a variety of exercises, both computational and theoretical, together with answers, enabling use for self-study. An ideal text for students planning for a professional career as actuaries, providing a solid preparation for the modeling examinations of the major North American actuarial associations. Furthermore, this book is highly suitable reference for those wanting a sound introduction to the subject, and for those working in insurance, annuities and pensions.

Fundamentals of Actuarial Mathematics

Fundamentals of Actuarial Mathematics PDF Author: S. David Promislow
Publisher: John Wiley & Sons
ISBN: 0470978074
Category : Mathematics
Languages : en
Pages : 390

Get Book Here

Book Description
This book provides a comprehensive introduction to actuarial mathematics, covering both deterministic and stochastic models of life contingencies, as well as more advanced topics such as risk theory, credibility theory and multi-state models. This new edition includes additional material on credibility theory, continuous time multi-state models, more complex types of contingent insurances, flexible contracts such as universal life, the risk measures VaR and TVaR. Key Features: Covers much of the syllabus material on the modeling examinations of the Society of Actuaries, Canadian Institute of Actuaries and the Casualty Actuarial Society. (SOA-CIA exams MLC and C, CSA exams 3L and 4.) Extensively revised and updated with new material. Orders the topics specifically to facilitate learning. Provides a streamlined approach to actuarial notation. Employs modern computational methods. Contains a variety of exercises, both computational and theoretical, together with answers, enabling use for self-study. An ideal text for students planning for a professional career as actuaries, providing a solid preparation for the modeling examinations of the major North American actuarial associations. Furthermore, this book is highly suitable reference for those wanting a sound introduction to the subject, and for those working in insurance, annuities and pensions.

The History of Actuarial Science Vol III

The History of Actuarial Science Vol III PDF Author: Steven Haberman
Publisher: Taylor & Francis
ISBN: 1040239080
Category : Business & Economics
Languages : en
Pages : 444

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Book Description
A book which covers the key period in the history of actuarial science from the mid-17th century to the early 19th century. There are reprints of the most important treatises, pamphlets, tables and writings which trace the development of the actuarial industry.

The History of Actuarial Science Vol I

The History of Actuarial Science Vol I PDF Author: Steven Haberman
Publisher: Taylor & Francis
ISBN: 1040238343
Category : Business & Economics
Languages : en
Pages : 362

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Book Description
A book which covers the key period in the history of actuarial science from the mid-17th century to the early 19th century. There are reprints of the most important treatises, pamphlets, tables and writings which trace the development of the actuarial industry.

History of Actuarial Science: pt. 1. Life insurance mathematics

History of Actuarial Science: pt. 1. Life insurance mathematics PDF Author: Steven Haberman
Publisher:
ISBN: 9781851961436
Category : Actuarial science
Languages : en
Pages :

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Book Description


Solutions Manual for Actuarial Mathematics for Life Contingent Risks

Solutions Manual for Actuarial Mathematics for Life Contingent Risks PDF Author: David C. M. Dickson
Publisher: Cambridge University Press
ISBN: 1107608449
Category : Business & Economics
Languages : en
Pages : 180

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Book Description
"This manual presents solutions to all exercises from Actuarial Mathematics for Life Contingent Risks (AMLCR) by David C.M. Dickson, Mary R. Hardy, Howard Waters; Cambridge University Press, 2009. ISBN 9780521118255"--Pref.

The History of Actuarial Science Vol X

The History of Actuarial Science Vol X PDF Author: Steven Haberman
Publisher: Taylor & Francis
ISBN: 1040232159
Category : Business & Economics
Languages : en
Pages : 401

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Book Description
A book which covers the key period in the history of actuarial science from the mid-17th century to the early 19th century. There are reprints of the most important treatises, pamphlets, tables and writings which trace the development of the actuarial industry.

Actuarial Mathematics and Life-Table Statistics

Actuarial Mathematics and Life-Table Statistics PDF Author: Eric V. Slud
Publisher: Chapman & Hall
ISBN: 9781439861974
Category : Business & Economics
Languages : en
Pages : 320

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Book Description
This text covers life tables, survival models, and life insurance premiums and reserves. It presents the actuarial material conceptually with reference to ideas from other mathematical studies, allowing readers with knowledge in calculus to explore business, actuarial science, economics, and statistics. Each chapter contains exercise sets and worked examples, which highlight the most important and frequently used formulas and show how the ideas and formulas work together smoothly. Illustrations and solutions are also provided.

Modelling in Life Insurance – A Management Perspective

Modelling in Life Insurance – A Management Perspective PDF Author: Jean-Paul Laurent
Publisher: Springer
ISBN: 3319297767
Category : Mathematics
Languages : en
Pages : 263

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Book Description
Focusing on life insurance and pensions, this book addresses various aspects of modelling in modern insurance: insurance liabilities; asset-liability management; securitization, hedging, and investment strategies. With contributions from internationally renowned academics in actuarial science, finance, and management science and key people in major life insurance and reinsurance companies, there is expert coverage of a wide range of topics, for example: models in life insurance and their roles in decision making; an account of the contemporary history of insurance and life insurance mathematics; choice, calibration, and evaluation of models; documentation and quality checks of data; new insurance regulations and accounting rules; cash flow projection models; economic scenario generators; model uncertainty and model risk; model-based decision-making at line management level; models and behaviour of stakeholders. With author profiles ranging from highly specialized model builders to decision makers at chief executive level, this book should prove a useful resource to students and academics of actuarial science as well as practitioners.

The British National Bibliography

The British National Bibliography PDF Author: Arthur James Wells
Publisher:
ISBN:
Category : Bibliography, National
Languages : en
Pages : 1864

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Book Description


ERM and QRM in Life Insurance

ERM and QRM in Life Insurance PDF Author: Ermanno Pitacco
Publisher: Springer Nature
ISBN: 3030498522
Category : Business & Economics
Languages : en
Pages : 236

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Book Description
This book deals with Enterprise Risk Management (ERM) and, in particular, Quantitative Risk Management (QRM) in life insurance business. Constituting a “bridge” between traditional actuarial mathematics and insurance risk management processes, its purpose is to provide advanced undergraduate and graduate students in the Actuarial Sciences, Finance and Economics with the basics of ERM (in general) and QRM applied to life insurance business. The main topics dealt with are: general issues on ERM, risk management tools for life insurance and life annuities, deterministic and stochastic analysis of the behaviour of a portfolio fund, application of sensitivity testing to assess ranges of results of interest, stress testing to assess the impact of extreme scenarios, and the product development process for life annuity products.