Fundamentals of actuarial mathematics
AUTHOR : Promislow, S. David
CALL NO : HG8781 P965f 2015
IMPRINT : Chichester, West Sussex : John Wiley & Sons, c2015
- 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, Contingencies
- Includes new chapters covering stochastic investments returns, universal life insurance. Elements of option pricing and the Black-Scholes formula will be introduced.
Source : www.wiley.com/en-sg/Fundamentals+of+Actuarial+Mathematics%2C+3rd+Edition-p-9781118782521