Notice bibliographique
- Notice
Type(s) de contenu et mode(s) de consultation : Texte noté : électronique
Auteur(s) : Promislow, S. David
Titre(s) : Fundamentals of actuarial mathematics [Texte électronique] / S. David Promislow
Édition : 2nd ed.
Publication : Hoboken, N.J. : Wiley, 2010
Description matérielle : 1 online resource (1 texte électronique)
Collection : Wiley Online Library. Books
Note(s) : In Wiley Online Library, monographies électroniques, mai 2011. - Versement en lot. - Includes bibliographical references and index. - Description d'après la notice de la version imprimée.
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, exible 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 Act
Sujet(s) : Probabilités
Processus stochastiques
Markov, Processus de
Statistiques
Mathématiques financières
Indice(s) Dewey :
368.01 (23e éd.) = Assurance - Principes généraux
Identifiants, prix et caractéristiques : ISBN 9781119971528
Identifiant de la notice : ark:/12148/cb44656616k
Notice n° :
FRBNF44656616
(notice reprise d'un réservoir extérieur)
Table des matières : Front Matter ; The Deterministic Model. Introduction and Motivation ; The Basic Deterministic
Model ; The Life Table ; Life Annuities ; Life Insurance ; Insurance and Annuity
Reserves ; Fractional Durations ; Continuous Payments ; Select Mortality ; Multiple-Life
Contracts ; Multiple-Decrement Theory ; Expenses ; The Stochastic Model. Survival
Distributions and Failure Times ; The Stochastic Approach to Insurance and Annuities
; Simplifications Under Level Benefit Contracts ; The Minimum Failure Time ; Risk
Theory. The Collective Risk Model ; Risk Assessment ; An Introduction to Stochastic
Processes ; Poisson Processes ; Ruin Models ; Credibility Theory ; Multi-State
Models ; Appendix: A Review of Probability Theory ; Answers to Exercises ; References
; Index.
Introduction and motivation ; The basic deterministic model ; The life table ; Life
annuities ; Life insurance ; Insurance and annuity reserves ; Fractional durations
; Continuous payments ; Select mortality ; Multiple-life contracts ; Multiple-decrement
theory ; Expenses ; Survival distributions and failure times ; The stochastic approach
to insurance and annuities ; Simplifications under level benefit contracts ; The
minimum failure time ; The collective risk model ; Risk assessment.
