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portada Actuarial Mathematics for Life Contingent Risks (International Series on Actuarial Science)
Type
Physical Book
Year
2019
Language
English
Pages
782
Format
Hardcover
Dimensions
22.9 x 16.0 x 3.8 cm
Weight
1.34 kg.
ISBN13
9781108478083
Edition No.
0003

Actuarial Mathematics for Life Contingent Risks (International Series on Actuarial Science)

Mary R. Hardy (Author) · David C. M. Dickson (Author) · Howard R. Waters (Author) · Cambridge University Press · Hardcover

Actuarial Mathematics for Life Contingent Risks (International Series on Actuarial Science) - Dickson, David C. M. ; Hardy, Mary R. ; Waters, Howard R.

New Book Imported to South Africa
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R 2,176
R 2,176

Synopsis "Actuarial Mathematics for Life Contingent Risks (International Series on Actuarial Science) "

The substantially updated third edition of the popular Actuarial Mathematics for Life Contingent Risks is suitable for advanced undergraduate and graduate students of actuarial science, for trainee actuaries preparing for professional actuarial examinations, and for life insurance practitioners who wish to increase or update their technical knowledge. The authors provide intuitive explanations alongside mathematical theory, equipping readers to understand the material in sufficient depth to apply it in real-world situations and to adapt their results in a changing insurance environment. Topics include modern actuarial paradigms, such as multiple state models, cash-flow projection methods and option theory, all of which are required for managing the increasingly complex range of contemporary long-term insurance products. Numerous exam-style questions allow readers to prepare for traditional professional actuarial exams, and extensive use of Excel ensures that readers are ready for modern, Excel-based exams and for the actuarial work environment. The Solutions Manual (ISBN 9781108747615), available for separate purchase, provides detailed solutions to the text's exercises.

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The book is written in English.
The binding of this edition is Hardcover.

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