Fundamentals of Actuarial Mathematics
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Beschreibung
This book provides a comprehensive introduction to actuarialmathematics, covering both deterministic and stochastic models oflife contingencies, as well as more advanced topics such as risktheory, credibility theory and multi-state models.
This new edition includes additional material on credibilitytheory, continuous time multi-state models, more complex types ofcontingent insurances, flexible contracts such as universal life,the risk measures VaR and TVaR.
Key Features:
* Covers much of the syllabus material on the modelingexaminations of the Society of Actuaries, Canadian Institute ofActuaries and the Casualty Actuarial Society. (SOA-CIA exams MLCand 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 andtheoretical, together with answers, enabling use forself-study.
An ideal text for students planning for a professional career asactuaries, providing a solid preparation for the modelingexaminations of the major North American actuarial associations.Furthermore, this book is highly suitable reference for thosewanting a sound introduction to the subject, and for those workingin insurance, annuities and pensions.
Autor*in
S. David Promislow
Themen in »Fundamentals of Actuarial Mathematics«
Accounting Business & Finance Finance & Investments Financial Accounting Finanz- u. Anlagewesen Finanzbuchhaltung Finanzmathematik Finanzwesen Insurance & Risk Management Mathematics Mathematik Mathematik in Wirtschaft u. Finanzwesen Rechnungswesen Versicherungswesen u. Risikomanagement
Stimmen zu »Fundamentals of Actuarial Mathematics«
"An ideal text for students planning for a professional career asactuaries, providing a solid preparation for the modelingexaminations of the major North American actuarial associations."(Mathematical Reviews, 2011)
"This second edition adds several chapters, including coverageof credibility theory, risk assessment, and multi-state models."(Book News, 1 March 2011)
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