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  3. Actuarial Mathematics for Life Contingent Risks
  • This book is no longer available to purchase from Cambridge Core
  • Cited by 78
Publisher:
Cambridge University Press
Online publication date:
June 2012
Print publication year:
2009
Online ISBN:
9780511800146
DOI:
https://doi.org/10.1017/CBO9780511800146
Subjects:
Economics, Statistics for Econometrics, Finance and Insurance, Finance and Accountancy, General Statistics and Probability, Statistics and Probability
Series:
International Series on Actuarial Science
Information

Book description

How can actuaries best equip themselves for the products and risk structures of the future? Using the powerful framework of multiple state models, three leaders in actuarial science give a modern perspective on life contingencies, and develop and demonstrate a theory that can be adapted to changing products and technologies. The book begins traditionally, covering actuarial models and theory, and emphasizing practical applications using computational techniques. The authors then develop a more contemporary outlook, introducing multiple state models, emerging cash flows and embedded options. Using spreadsheet-style software, the book presents large-scale, realistic examples. Over 150 exercises and solutions teach skills in simulation and projection through computational practice. Balancing rigour with intuition, and emphasising applications, this text is ideal for university courses, but also for individuals preparing for professional actuarial exams and qualified actuaries wishing to freshen up their skills.

Reviews

EndorsementOfficial reading for SOA Exam MLC in 2012: download free supplementary notes from the Resources tab below

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