MARC details
| 000 -LEADER |
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| fixed length control field |
04718cam a22003858a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
4604 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
BD-DhEWU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20180109122054.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
160608s2014 enk g b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781118782460 (hardback) |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCLC)894171688 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Description conventions |
rda |
| Modifying agency |
DLC |
| -- |
BD-DhEWU |
| 041 ## - LANGUAGE CODE |
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| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG8781 |
| Item number |
.P76 2014 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
368.01 |
| Edition number |
23 |
| Item number |
PEF 2015 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Promislow, S. David. |
| 9 (RLIN) |
20284 |
| 245 10 - TITLE STATEMENT |
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| Title |
Fundamentals of actuarial mathematics / |
| Statement of responsibility, etc |
S. David Promislow. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
Third edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Chichester : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
2015. |
| 263 ## - PROJECTED PUBLICATION DATE |
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| Projected publication date |
1501 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
pages cm |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted 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 |
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| Program name |
AS |
| 590 ## - LOCAL NOTE (RLIN) |
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| Local note |
Sagar Shahanawaz |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Insurance |
| General subdivision |
Mathematics. |
| 9 (RLIN) |
20285 |
|
|---|
| Topical term or geographic name as entry element |
Business mathematics. |
| 9 (RLIN) |
20286 |
|
|---|
| Topical term or geographic name as entry element |
MATHEMATICS / Probability & Statistics / General. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
2343 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
WorldCat details |
| Uniform Resource Identifier |
http://www.worldcat.org/title/fundamentals-of-actuarial-mathematics/oclc/894171688&referer=brief_results |
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| Materials specified |
E-book Fulltext |
| Uniform Resource Identifier |
http://lib.ewubd.edu/ebook/4604 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Text |
| Koha issues (borrowed), all copies |
1 |