Actuarial mathematics for life contingent risks - Dickson, David C. M.; Hardy, Mary 1958-; Waters, Howard R. (New York Cambridge University Press, 2013)
Preface to the second edition page -- Introduction to life insurance -- Survival models -- Life tables and selection -- Insurance benefits -- Annuities -- Premium calculation -- Policy values -- Multiple state models -- Joint life and last survivor benefits -- Pension mathematics -- Non-diversiable risk -- Emerging costs for traditional life insurance -- Participating and universal life insurance -- Emerging costs for equity-linked insurance -- Option pricing -- Embedded options -- Appendix a: probability theory -- Appendix b: numerical techniques -- Appendix c: simulation -- Appendix d: tables -- References.
Includes bibliographical references (pages 589-591) and index.
Keywords: Insurance -- Mathematics; Risk (Insurance) -- Mathematics