Fundamentals of actuarial mathematics / (Record no. 4604)

000 -LEADER
fixed length control field 04718cam a22003858a 4500
001 - CONTROL NUMBER
EWU control number 4604
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhEWU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20180109122054.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 160608s2014 enk g b 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2014027082
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118782460 (hardback)
035 ## - SYSTEM CONTROL NUMBER
OCLC control number (OCLC)894171688
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Transcribing agency DLC
Description conventions rda
Modifying agency DLC
-- BD-DhEWU
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG8781
Item number .P76 2014
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 368.01
DDC edition 23
Author mark and Year PEF 2015
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Promislow, S. David.
9 (RLIN) 20284
245 10 - TITLE STATEMENT
Title Fundamentals of actuarial mathematics /
Statement of responsibility, etc S. David Promislow.
250 ## - EDITION STATEMENT
Edition statement Third edition.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Chichester :
Name of publisher, distributor, etc Wiley,
Date of publication, distribution, etc 2015.
263 ## - PROJECTED PUBLICATION DATE
Projected publication date 1501
300 ## - PHYSICAL DESCRIPTION
Extent pages cm
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 8# - FORMATTED CONTENTS NOTE
Contents note Fundamentals of Actuarial Mathematics; Contents; Preface; Acknowledgements; About the companion website; Part I THE DETERMINISTIC LIFE CONTINGENCIES MODEL; 1 Introduction and motivation; 1.1 Risk and insurance; 1.2 Deterministic versus stochastic models; 1.3 Finance and investments; 1.4 Adequacy and equity; 1.5 Reassessment; 1.6 Conclusion; 2 The basic deterministic model; 2.1 Cash flows; 2.2 An analogy with currencies; 2.3 Discount functions; 2.4 Calculating the discount function; 2.5 Interest and discount rates; 2.6 Constant interest; 2.7 Values and actuarial equivalence. 2.8 Vector notation2.9 Regular pattern cash flows; 2.10 Balances and reserves; 2.10.1 Basic concepts; 2.10.2 Relation between balances and reserves; 2.10.3 Prospective versus retrospective methods; 2.10.4 Recursion formulas; 2.11 Time shifting and the splitting identity; *2.11 Change of discount function; 2.12 Internal rates of return; *2.13 Forward prices and term structure; 2.14 Standard notation and terminology; 2.14.1 Standard notation for cash flows discounted with interest; 2.14.2 New notation; 2.15 Spreadsheet calculations; Notes and references; Exercises; 3 The life table. 3.1 Basic definitions3.2 Probabilities; 3.3 Constructing the life table from the values of qx; 3.4 Life expectancy; 3.5 Choice of life tables; 3.6 Standard notation and terminology; 3.7 A sample table; Notes and references; Exercises; 4 Life annuities; 4.1 Introduction; 4.2 Calculating annuity premiums; 4.3 The interest and survivorship discount function; 4.3.1 The basic definition; 4.3.2 Relations between yx for various values of x; 4.4 Guaranteed payments; 4.5 Deferred annuities with annual premiums; 4.6 Some practical considerations; 4.6.1 Gross premiums; 4.6.2 Gender aspects. 4.7 Standard notation and terminology4.8 Spreadsheet calculations; Exercises; 5 Life insurance; 5.1 Introduction; 5.2 Calculating life insurance premiums; 5.3 Types of life insurance; 5.4 Combined insurance-annuity benefits; 5.5 Insurances viewed as annuities; 5.6 Summary of formulas; 5.7 A general insurance-annuity identity; 5.7.1 The general identity; 5.7.2 The endowment identity; 5.8 Standard notation and terminology; 5.8.1 Single-premium notation; 5.8.2 Annual-premium notation; 5.8.3 Identities; 5.9 Spreadsheet applications; Exercises; 6 Insurance and annuity reserves. 6.1 Introduction to reserves6.2 The general pattern of reserves; 6.3 Recursion; 6.4 Detailed analysis of an insurance or annuity contract; 6.4.1 Gains and losses; 6.4.2 The risk-savings decomposition; 6.5 Bases for reserves; 6.6 Nonforfeiture values; 6.7 Policies involving a return of the reserve; 6.8 Premium difference and paid-up formulas; 6.8.1 Premium difference formulas; 6.8.2 Paid-up formulas; 6.8.3 Level endowment reserves; 6.9 Standard notation and terminology; 6.10 Spreadsheet applications; Exercises; 7 Fractional durations; 7.1 Introduction.
520 ## - SUMMARY, ETC.
Summary, etc 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, ContingenciesIncludes new chapters covering stochastic investments returns, universal life insurance. Elements of option pricing and the Black-Scholes formula will be introduced
526 ## - STUDY PROGRAM INFORMATION NOTE
Program name Applied Statistics
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name Insurance
General subdivision Mathematics.
9 (RLIN) 20285
Topical term or geographic name Business mathematics.
9 (RLIN) 20286
Topical term or geographic name MATHEMATICS / Probability & Statistics / General.
Source of heading or term bisacsh
9 (RLIN) 2343
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials Specified WorldCat details
Uniform Resource Identifier http://www.worldcat.org/title/fundamentals-of-actuarial-mathematics/oclc/894171688&referer=brief_results
Materials Specified E-book Fulltext
Uniform Resource Identifier http://lib.ewubd.edu/ebook/4604
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Text
Koha issues (borrowed), all copies 1
Holdings
Lost status Source of classification or shelving scheme Not for loan Collection code Permanent Location Current Location Shelving location Date of accession Source of acquisition Cost, normal purchase price Full call number Barcode Date last seen Copy number Price effective from Koha item type Total Checkouts Date checked out
    Not For Loan Non-fiction EWU Library EWU Library Reserve Section 2015-05-12 Karim International 5500.00 368.01 PEF 2015 27383 2016-06-09 C-1 2016-06-09 Text    
      Non-fiction EWU Library EWU Library Circulation Section 2015-05-12 Karim International 5500.00 368.01 PEF 2015 27384 2017-06-15 C-2 2016-06-09 Text 1 2016-09-22
      Non-fiction EWU Library EWU Library E-book 2018-01-09     368.01 PEF 2015   2018-01-09   2018-01-09 E-Book    

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