Mendeley出力
＜図書＞
Fundamentals of actuarial mathematics
| 責任表示 | S. David Promislow |
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| データ種別 | 図書 |
| 版 | 2nd ed |
| 出版情報 | Chichester : John Wiley , 2011 |
| 本文言語 | 英語 |
| 大きさ | xxv, 449 p. : ill. ; 25 cm |
| 概要 | Life contingencies and risk theory are covered in this second text, which is intended as a basic introduction (rather than an encyclopedic reference) and contains material for approximately three seme...ters of work. Drawing on what has worked in his classroom experience, Promislow (York U., Canada) first presents a deterministic discrete model, supporting students' efforts to become familiar with concepts and notation before covering the full stochastic model--the more modern approach. A typical prerequisite for this material is a course in the theory of interest, but sufficient theory is presented in an early chapter so that a full course is not necessarily required. The rigor of the math is geared for an undergraduate audience. Actuarial notation is covered in a manner that minimizes some of the difficulties. This second edition adds several chapters, including coverage of credibility theory, risk assessment, and multi-state models. Annotation ©2011 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
| 目次 | Introduction and motivation The basic deterministic model The life table Life annuities Life insurance Insurance and annuity reserves Fractional durations Continuous payments Select mortality Multiple-life contracts Multiple-decrement theory Expenses Survival distributions and failure times The stochastic approach to insurance and annuities Simplifications under level benefit contracts The minimum failure time The collective risk model Risk assessment.続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | PROM/20/2 | 2011 |
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033212010005384 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [443]-444) and index |
|---|---|
| 著者標目 | *Promislow, S. David |
| 件 名 | LCSH:Insurance -- Mathematics 全ての件名で検索 |
| 分 類 | DC22:368.01 |
| 書誌ID | 1001438526 |
| ISBN | 9780470684115 |
| NCID | BB04479715 |
| 巻冊次 | ISBN:9780470684115 |
| NBN | 015623557 |
| 登録日 | 2011.01.21 |
| 更新日 | 2017.10.03 |