Cover for Actuarial Principles

Actuarial Principles

Lifetables and Mortality Models

Book2022

Author:

Andrew Leung

Actuarial Principles

Lifetables and Mortality Models

Book2022

 

Cover for Actuarial Principles

Author:

Andrew Leung

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Actuarial Principles: Lifetables and Mortality Models explores the core of actuarial science: the study of mortality and other risks and applications. Including the CT4 and CT5 UK ... read full description

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  2. Book chapterAbstract only

    Chapter One - Lifetables and their applications

    Pages 1-2

  3. Book chapterAbstract only

    Chapter Two - Lifetables and the principle of equivalence

    Pages 3-4

  4. Book chapterAbstract only

    Chapter Three - Modelling mortality

    Pages 5-7

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    Chapter Four - Basic types of benefit (CT5: §1, §2, §3.4, §4)

    Pages 9-19

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    Chapter Five - Annuities payable frequently – a simpler approach

    Pages 21-22

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    Chapter Six - Benefits in continuous time (CT5: §1.8, 2.8)

    Pages 23-28

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    Chapter Seven - Select mortality (CT5: §3.6)

    Pages 29-31

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    Chapter Eight - Benefits involving multiple lives (CT5: §8, §9)

    Pages 33-35

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    Chapter Nine - The last survivor status

    Pages 37-42

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    Chapter Ten - Pricing and reserving in theory (CT5: §5)

    Pages 43-54

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    Chapter Eleven - Pricing in practice (CT5: §6, §7)

    Pages 55-59

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    Chapter Twelve - Multiple decrement models (CT5: §10.2, §13)

    Pages 61-65

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    Chapter Thirteen - Defined benefit superannuation (CT5: §14)

    Pages 67-74

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    Chapter Fourteen - Life insurance modelling (CT5: §10; §11)

    Pages 75-76

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    Chapter Fifteen - Profit signature

    Pages 77-84

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    Chapter Sixteen - Multiple decrements and multiple states (CT5: §10)

    Pages 85-93

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    Chapter Seventeen - More complex benefits on multiple lives (CT5: §9)

    Pages 95-102

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    Chapter Eighteen - Risk factors in mortality

    Pages 103-105

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    Chapter Nineteen - Types of life tables

    Pages 107-114

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    Chapter Twenty - Constructing a life table

    Pages 115-116

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    Chapter Twenty-One - Maximum likelihood estimation

    Pages 117-122

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    Chapter Twenty-Two - Binomial and Poisson models (CT4: §10)

    Pages 123-127

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    Chapter Twenty-Three - The Poisson model

    Pages 129-130

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    Chapter Twenty-Four - The Kaplan–Meier estimator (CT4: §8)

    Pages 131-139

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    Chapter Twenty-Five - The Cox regression model (CT4: §9)

    Pages 141-147

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    Chapter Twenty-Six - Graduation

    Pages 149-151

  28. Book chapterAbstract only

    Chapter Twenty-Seven - Graduation techniques (CT4: §12)

    Pages 153-158

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    Chapter Twenty-Eight - Methods of estimation of the parameters

    Pages 159-163

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    Chapter Twenty-Nine - Assessing a graduation (CT4: §13)

    Pages 165-170

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    Chapter Thirty - Summary: estimation and graduation

    Pages 171-173

  32. Book chapterAbstract only

    Chapter Thirty-One - Experience rating and Markov processes

    Pages 175-182

  33. Book chapterNo access

    Appendix A - International actuarial notation

    Pages 183-186

  34. Book chapterNo access

    Appendix B - Useful mathematical techniques

    Pages 187-191

  35. Book chapterNo access

    Appendix C - Exercises for Section 1.9 – defined benefits

    Pages 193-199

  36. Book chapterNo access

    Appendix D - Sample exams

    Pages 201-244

  37. Book chapterNo access

    Bibliography

    Page 245

  38. Book chapterNo access

    Index

    Pages 247-250

About the book

Description

Actuarial Principles: Lifetables and Mortality Models explores the core of actuarial science: the study of mortality and other risks and applications. Including the CT4 and CT5 UK courses, but applicable to a global audience, this work lightly covers the mathematical and theoretical background of the subject to focus on real life practice. It offers a brief history of the field, why actuarial notation has become universal, and how theory can be applied to many situations. Uniquely covering both life contingency risks and survival models, the text provides numerous exercises (and their solutions), along with complete self-contained real-world assignments.

Actuarial Principles: Lifetables and Mortality Models explores the core of actuarial science: the study of mortality and other risks and applications. Including the CT4 and CT5 UK courses, but applicable to a global audience, this work lightly covers the mathematical and theoretical background of the subject to focus on real life practice. It offers a brief history of the field, why actuarial notation has become universal, and how theory can be applied to many situations. Uniquely covering both life contingency risks and survival models, the text provides numerous exercises (and their solutions), along with complete self-contained real-world assignments.

Key Features

  • Provides detailed coverage of life contingency risks and survival models
  • Presents self-contained chapters with coverage of key topics from both practitioner and theoretical viewpoints
  • Includes numerous real world exercises that are accompanied by enlightening solutions
  • Covers useful background information on how and why the subject has evolved and developed
  • Provides detailed coverage of life contingency risks and survival models
  • Presents self-contained chapters with coverage of key topics from both practitioner and theoretical viewpoints
  • Includes numerous real world exercises that are accompanied by enlightening solutions
  • Covers useful background information on how and why the subject has evolved and developed

Details

ISBN

978-0-323-90172-7

Language

English

Published

2022

Copyright

Copyright © 2022 Elsevier Inc. All rights reserved.

Imprint

Academic Press

Authors

Andrew Leung