Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction to life insurance
- 2 Survival models
- 3 Life tables and selection
- 4 Insurance benefits
- 5 Annuities
- 6 Premium calculation
- 7 Policy values
- 8 Multiple state models
- 9 Pension mathematics
- 10 Interest rate risk
- 11 Emerging costs for traditional life insurance
- 12 Emerging costs for equity-linked insurance
- 13 Option pricing
- 14 Embedded options
- A Probability theory
- B Numerical techniques
- C Simulation
- References
- Author index
- Index
C - Simulation
- Frontmatter
- Contents
- Preface
- 1 Introduction to life insurance
- 2 Survival models
- 3 Life tables and selection
- 4 Insurance benefits
- 5 Annuities
- 6 Premium calculation
- 7 Policy values
- 8 Multiple state models
- 9 Pension mathematics
- 10 Interest rate risk
- 11 Emerging costs for traditional life insurance
- 12 Emerging costs for equity-linked insurance
- 13 Option pricing
- 14 Embedded options
- A Probability theory
- B Numerical techniques
- C Simulation
- References
- Author index
- Index
Summary
- Type
- Chapter
- Information
- Actuarial Mathematics for Life Contingent Risks , pp. 480 - 482Publisher: Cambridge University PressPrint publication year: 2009
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