Fundamentals of actuarial mathematics
Provides a comprehensive coverage of both the deterministic and stochastic models of life contingencies, risk theory, credibility theory, multi-state models, and an introduction to modern mathematical finance.New edition restructures the material to fit into modern computational methods and provides...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
West Sussex, England :
John Wiley & Sons Ltd
2015.
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| Edición: | Third edition |
| Colección: | New York Academy of Sciences Ser.
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009849114106719 |
| Sumario: | Provides a comprehensive coverage of both the deterministic and stochastic models of life contingencies, risk theory, credibility theory, multi-state models, and an introduction to modern mathematical finance.New edition restructures the material to fit into modern computational methods and provides several spreadsheet examples throughout.Covers the syllabus for the Institute of Actuaries subject CT5, ContingenciesIncludes new chapters covering stochastic investments returns, universal life insurance. Elements of option pricing and the Black-Scholes formula will be introduced. |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (554 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781118782521 9781118782491 |
