LEADER 05084nam 22006495 450 001 9910957175303321 005 20250725080357.0 010 $a3-662-03153-1 024 7 $a10.1007/978-3-662-03153-7 035 $a(CKB)2660000000028105 035 $a(SSID)ssj0001297395 035 $a(PQKBManifestationID)11696481 035 $a(PQKBTitleCode)TC0001297395 035 $a(PQKBWorkID)11362621 035 $a(PQKB)11437703 035 $a(DE-He213)978-3-662-03153-7 035 $a(MiAaPQ)EBC3098134 035 $a(PPN)238069850 035 $a(EXLCZ)992660000000028105 100 $a20130125d1995 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aLife Insurance Mathematics /$fby Hans U. Gerber 205 $a2nd ed. 1995. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d1995. 215 $a1 online resource (XV, 220 p.) 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a3-540-58858-2 311 08$a3-662-03155-8 320 $aIncludes bibliographical references and index. 327 $a1 The Mathematics of Compound Interest -- 2 The Future Lifetime of a Life Aged x -- 3 Life Insurance -- 4 Life Annuities -- 5 Net Premiums -- 6 Net Premium Reserves -- 7 Multiple Decrements -- 8 Multiple Life Insurance -- 9 The Total Claim Amount in a Portfolio -- 10 Expense Loadings -- 11 Estimating Probabilities of Death -- Appendix A. Commutation Functions -- A.1 Introduction -- A.2 The Deterministic Model -- A.3 Life Annuities -- A.4 Life Insurance -- A.5 Net Annual Premiums and Premium Reserves -- Appendix B. Simple Interest -- Appendix C. Exercises -- C.0 Introduction -- C.1 Mathematics of Compound Interest: Exercises -- C.1.1 Theory Exercises -- C.1.2 Spreadsheet Exercises -- C.2.1 Theory Exercises -- C.2.2 Spreadsheet Exercises -- C.3 Life Insurance -- C.3.1 Theory Exercises -- C.3.2 Spreadsheet Exercises -- C.4 Life Annuities -- C.4.1 Theory Exercises -- C.4.2 Spreadsheet Exercises -- C.5 Net Premiums -- C.5.1 Notes -- C.5.2 Theory Exercises -- C.5.3 Spreadsheet Exercises -- C.6 Net Premium Reserves -- C.6.1 Theory Exercises -- C.6.2 Spreadsheet Exercises -- C.7 Multiple Decrements: Exercises -- C.7.1 Theory Exercises -- C.8 Multiple Life Insurance: Exercises -- C.8.1 Theory Exercises -- C.8.2 Spreadsheet Exercises -- C.9 The Total Claim Amount in a Portfolio -- C.9.1 Theory Exercises -- C.10 Expense Loadings -- C.10.1 Theory Exercises -- C.10.2 Spreadsheet Exercises -- C.11 Estimating Probabilities of Death -- C.11.1 Theory Exercises -- Appendix D. Solutions -- D.0 Introduction -- D.1 Mathematics of Compound Interest -- D.1.1 Solutions to Theory Exercises -- D.1.2 Solutions to Spreadsheet Exercises -- D.2.1 Solutions to Theory Exercise -- D.2.2 Solutions to Spreadsheet Exercises -- D.3 Life Insurance -- D.3.1 Solutions to Theory Exercises -- D.3.2 Solution to Spreadsheet Exercises -- D.4 Life Annuities -- D.4.1 Solutions to Theory Exercises -- D.4.2 Solutions to Spreadsheet Exercises -- D.5 Net Premiums. Solutions -- D.5.1 Theory Exercises -- D.5.2 Solutions to Spreadsheet Exercises -- D.6 Net Premium Reserves: Solutions -- D.6.1 Theory Exercises -- D.6.2 Solutions to Spreadsheet Exercises -- D.7 Multiple Decrements: Solutions -- D.7.1 Theory Exercises -- D.8 Multiple Life Insurance: Solutions -- D.8.1 Theory Exercises -- D.8.2 Solutions to Spreadsheet Exercises -- D.9 The Total Claim Amount in a Portfolio -- D.9.1 Theory Exercises -- D.10 Expense Loadings -- D.10.1 Theory Exercises -- D.10.2 Spreadsheet Exercises -- D.11 Estimating Probabilities of Death -- D.11.1 Theory Exercises -- Appendix E. Tables -- E.0 Illustrative Life Tables -- E.1 Commutation Columns -- E.2 Multiple Decrement Tables -- References. 330 $aThis concise introduction to life contingencies, the theory behind the actuarial work around life insurance and pension funds, will appeal to the reader who likes applied mathematics. In addition to the model of life contingencies, the theory of compound interest is explained and it is shown how mortality and other rates can be estimated from observations. The probabilistic model is used consistently throughout the book. For this second, expanded edition numerous exercises (with answers and solutions) were added. 606 $aStatistics 606 $aEconometrics 606 $aFinance 606 $aStatistics 606 $aQuantitative Economics 606 $aFinancial Economics 615 0$aStatistics. 615 0$aEconometrics. 615 0$aFinance. 615 14$aStatistics. 615 24$aQuantitative Economics. 615 24$aFinancial Economics. 676 $a519.5 700 $aGerber$b Hans U$4aut$4http://id.loc.gov/vocabulary/relators/aut$0103798 712 02$aVereinigung Schweizerischer Versicherungsmathematiker. 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910957175303321 996 $aLife insurance mathematics$9416039 997 $aUNINA