Fundamentals of Actuarial Mathematics

S. David Promislow

372 pages, parution le 06/01/2006

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Résumé

Actuarial work is the application of mathematics and statistics to the analysis of financial problems in life insurance, pensions, general insurance and investments. This unique introduction to the topic employs both a deterministic and stochastic treatment of the subject. It combines interest theory and life contingencies in a unified manner as well as covering basic risk theory. Fundamentals of Actuarial Mathematics presents the concepts in an original, accessible style, assuming a minimal formal background.

Provides a complete review of necessary probability theory.
Covers the Society of Actuaries' syllabus on Actuarial Models.
Orders the topics specifically to facilitate learning, beginning with the simplest case of the deterministic discrete model, and then moving to the more complicated stochastic, continuous models.
Employs modern calculation and computing techniques, such as spreadsheets.
Contains a variety of exercises, both computational and theoretical.
Supported by a website featuring exercises and further examples.
Written by a highly respected academic with over 35 years teaching experience.

This book will be invaluable to senior undergraduate and graduate students, as well as actuarial professionals working in the life insurance or pension fields. Applied mathematicians and economists will also benefit greatly from the clear presentation and numerous examples.

Sommaire

Preface
Notation Index
The Deterministic Model
The Stochastic Model
Risk Theory
Answers to Exercices
References
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	S. David Promislow
Parution	06/01/2006
Nb. de pages	372
Format	17 x 25
Couverture	Relié
Poids	884g
Intérieur	Noir et Blanc
EAN13	9780470016893
ISBN13	978-0-470-01689-3