Fundamentals of Actuarial Mathematics
Book information
Description
* 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, Contingencies * Includes new chapters covering stochastic investments returns, universal life insurance. Elements of option pricing and the Black-Scholes formula will be introduced.
Similar books
60 Years of portfolio optimization: Practical challenges and current trends
Coherent Distortion Risk Measures in Portfolio Selection
GlueVaR risk measures in capital allocation applications
Assessing Financial Model Risk
Основи актуарних розрахунків
Страхование и актуарные расчеты
DJVU
Введение в актуарную математику (страхования жизни и пенсионных схем)
DOC