Life Insurance Theory
Actuarial Perspectives
(Sprache: Englisch)
This book is different from all other books on Life Insurance by at least one of the following characteristics 1-4. 1. The treatment of life insurances at three different levels: time-capital, present value and price level. We call time-capital any...
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Klappentext zu „Life Insurance Theory “
This book is different from all other books on Life Insurance by at least one of the following characteristics 1-4. 1. The treatment of life insurances at three different levels: time-capital, present value and price level. We call time-capital any distribution of a capital over time: (*) is the time-capital with amounts Cl, ~, ... , C at moments Tl, T , ..- , T resp. N 2 N For instance, let (x) be a life at instant 0 with future lifetime X. Then the whole oO oO life insurance A is the time-capital (I,X). The whole life annuity ä is the x x time-capital (1,0) + (1,1) + (1,2) + ... + (I,'X), where 'X is the integer part ofX. The present value at 0 of time-capital (*) is the random variable T1 T TN Cl V + ~ v , + ... + CNV . (**) In particular, the present value ofA 00 and ä 00 is x x 0 0 2 A = ~ and ä = 1 + v + v + ... + v'X resp. x x The price (or premium) of a time-capital is the expectation of its present value. In particular, the price ofA 00 and äx 00 is x 2 A = E(~) and ä = E(I + v + v + ... + v'X) resp.
Inhaltsverzeichnis zu „Life Insurance Theory “
List of Figures and Tables. Preface. A Guide to Terminology and Notation1. Financial Models
2. Mortality Models
3. Construction of Life Tables
4. Basic Concepts of Life Insurance Mathematics
5. Life Annuities (One Life)
6. Life Insurances (One Life)
7. Relations Between Life Annuities and Life Insurances (One Life)
8. Decompositions of Time-Capitals (One Life)
9. Life Insurance Contracts (One Life)
10. Ruin Probability of a Life Insurance Company
11. Insurances on a Status (Several Lives)
12. Decomposition of Time-Capitals (Several Lives)
13. Life Insurance Contracts (Several Lives)
14. Multiple Decrement Models
15. Variances (Several Lives)
16. Population Groups on a Graph
Appendix A: Summation by Parts. Appendix B: Linear Interpolations. Appendix C: Probability Theory. Appendix D: A Differential Equation. Appendix E: Inversion of a Power Series. Appendix F: Summary of Formulas
References. Notation Index. Subject Index
Bibliographische Angaben
- Autor: F. Etienne De Vylder
- 2010, XVI, 184 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, Berlin
- ISBN-10: 144195189X
- ISBN-13: 9781441951892
Sprache:
Englisch
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