جزییات کتاب
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.Content: Chapter 1 Introduction and Motivation (pages 1–6): Chapter 2 The Basic Deterministic Model (pages 7–36): Chapter 3 The Life Table (pages 37–44): Chapter 4 Life Annuities (pages 45–59): Chapter 5 Life Insurance (pages 60–75): Chapter 6 Insurance and Annuity Reserves (pages 76–100): Chapter 7 Fractional Durations (pages 101–114): Chapter 8 Continuous Payments (pages 115–135): Chapter 9 Select Mortality (pages 136–142): Chapter 10 Multiple?Life Contracts (pages 143–163): Chapter 11 Multiple?Decrement Theory (pages 164–181): Chapter 12 Expenses (pages 182–188): Chapter 13 Survival Distributions and Failure Times (pages 189–204): Chapter 14 The Stochastic Approach to Insurance and Annuities (pages 205–227): Chapter 15 Simplifications Under Level Benefit Contracts (pages 228–237): Chapter 16 The Minimum Failure Time (pages 238–257): Chapter 17 The Collective Risk Model (pages 259–290): Chapter 18 Risk Assessment (pages 291–307): Chapter 19 An Introduction to Stochastic Processes (pages 308–323): Chapter 20 Poisson Processes (pages 324–331): Chapter 21 Ruin Models (pages 332–360): Chapter 22 Credibility Theory (pages 361–388): Chapter 23 Multi?State Models (pages 389–405):