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AN INTRODUCTION TO ACTUARIAL MATHEMATICS
A.K.GUPTA AND T. VARGA
KLUWER, 349 PAGES, HARDCOVER
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This text has been written by a renowned statistician and a practicing actuary, primarily as an introduction to the basics of the actuarial mathematics of life insurance. Since it attempts to derive the results in a mathematically rigorous way, the concepts and techniques of one variable calculus and probability theory have been used throughout. Topics dealt with include important concepts of financial mathematics; the concept of interests; annuities-certain; mortality theory; different types of life insurances; stochastic cash flows in general and pure endowments, whole life and term insurances, endowments, and life annuities in particular; premium calculations; reserves; mortality profit; and negative reserves.
The book contains many systematically solved examples showing the practical applications of the theory presented. Solving the problems at the end of each section is essential for understanding the material. Answers to odd-numbered problems are given at the end of the volume.
Audience
This work can be recommended as a text for a one-semester course or one-year college course at senior level in actuarial mathematics, life insurance or the mathematics of finance. It will be of interest to postgraduate students whose work involves actuarial studies, mathematical economics, statistics and probability, mathematical and quantitative methods, and applied probability.
Table of Contents
Chapter 1. financial mathematics
1.1. Compound Interest
1.2. Present Value
1.3. Annuities
Chapter 2. MORTALITY
2.1 Survival Time
2.2. Actuarial Functions of Mortality
2.3. Mortality Tables
Chapter 3. life insurances AND ANNUITIES
3.1. Stochastic Cash Flows
3.2. Pure Endowments
3.3. Life Insurances
3.4. Endowments
3.5. Life Annuities
CHAPTER 4. premiums
4.1. Net Premiums
4.2. Gross Premiums
Chapter 5. reserves
5.1. Net Premium Reserves
5.2. Mortality Profit
5.3. Modified Reserves
ANSWERS TO odd-numbered problems
APPENDIX 1. COMPOUND INTEREST TABLES
appendix 2. illustrative mortality table |
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