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朱彦云 著 / 高等教育出版社 / 2008-01 / 平装
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精算模型:寿险和年金(英文版)
《精算模型:寿险和年金(英文版)》将寿险模型建立在不能确定终止日期的一系列现金流上,并结合金融理论和概率分布理论,重点讲述如何对寿险和年金进行定价,是一本寿险理论的概率应用书。《精算模型:寿险和年金(英文版)》意在帮助有兴趣于精算学和寿险理论的读者理解寿险理论的定价体系。由于《精算模型:寿险和年金(英文版)》中众多例子及练习取自往年北美精算师(SOA)考试试题,使得《精算模型——寿险和年金》也是一本针对北美精算师ExamMLC及英国精算师SubjectCT5的很好的参考书。
朱彦云,于1995年在中央财经大学获得精算学硕士学位,2001年及2003年在美国威斯康星大学麦迪逊分校获得金融硕士和精算及保险学博士学位。自2003年至今,朱博士作者于美国伊利诺伊大学,讲授的课程包括精算数学、风险模型、风险理论、养老金及概率基础。朱博士于2004年取得美国精算师资格,并在2005年参与了美国精算师协会Course8vExam(投资学科方向)的出题及评卷工作。朱博士也通过了大部分英车精算师协会考试,仅需通过两门考试即能取得英国精算师资格。
Preface1InterestandAnnuity-Certain1.1Introduction1.2Interest1.2.1SimpleInterest1.2.2CompoundInterest1.2.3InterestConvertiblem-thly1.2.4ForcecfInterest1.2.5RelationshipamongInterestRates1.2.6TheAccumulationFactor1.2.7TheDiscountFactor1.3Annuities-Certain1.3.1AnnualAnnuities-Certain1.3.2ContinuousAnnuities-Certain1.3.3m-thlyAnnuities-Certain1.3.4AccumulatedValuesofAnnuities-CertainatTimen1.4Summary1.5Exercise2IndividualFutureLifetime2.1Introduction2.2ANewborn'sFutureLifetimeX2.3FutureLifetimeof(x)2.3.1RelationshipBetweenProbabilityFunctionsofXandT(x)2.3.2Curtate-Future-Lifetimeof(x)2.3.3ConditionalAverageDeathTime2.3.4CentralForceofMortality2.4LifeTable2.4.1AggregateLifeTable2.4.2Select-and-UltimateLifeTable2.5Summary2.6Exercise3LifeInsurance3.1Introduction3.2ContinuousLifeInsurance3.2.1LevelLifeInsurance3.2.2AGeneralContinuousLifeInsurance3.3DiscreteLifeInsurance3.3.1LevelLifeInsurance3.3.2AGeneralDiscreteLifeInsurance3.3.3CommutationFunctions3.4m-thlyLifeInsurance3.5EndowmentInsurance3.6Summary3.7Exercise4LifeAnnuities4.1Introduction4.2ContinuousLifeAnnuities4.2.1LevelLifeAnnuities4.2.2VaryingContinuousLifeAnnuities4.3AnnualLifeAnnuities4.3.1LevelAnnualLifeAnnuities4.3.2VaryingAnnualLifeAnnuities4.3.3CommutationFunctions4.4SpecialLifeAnnuities4.4.1m-thlyLifeAnnuities4.4.2n-Year-Certain-and-LifeAnnuities4.4.3ApportionableAnnuities-Due4.4.4CompleteAnnuities-immediate4.5Summary4.6Exercise5InsurancePremiums5.1Introduction5.2InsurancePricingPrinciples5.2.1TheThreePricingPrinciples5.2.2SingleBenefitPremiums5.3BenefitPremiums5.3.1FullyContinuousBenefitPremiums5.3.2FullyDiscreteBenefitPremiums5.3.3m-thlyBenefitPremiums5.3.4ApportionableBenefitPremiums5.4GrossInsurancePremiums5.4.1ClassificationofExpenses5.4.2GrossPremiumsUndertheEquivalencePrinciple5.5Summary5.6Exercises6InsuranceReserves6.1Introduction6.2InsuranceReservePrinciples6.2.1TheProspectiveLossRandomVariable6.2.2TheThreeCommonPrinciples6.3InsuranceBenefitReserves6.3.1BenefitReservesforFullyContinuousLifeInsurance6.3.2BenefitReservesforFullyDiscreteLifeInsurance6.3.3BenefitReserveswiththeRetrospectiveMethod6.3.4RecursiveFormulabetweenDiscreteBenefitReserves6.4BenefitReservesforSpecialLifeInsurance6.4.1BenefitReservesform-thiyLifeInsurance6.4.2BenefitReservesforMixedLifeInsurance6.4.3BenefitReserveswithApportionablePremiums6.4.4GrossInsuranceReserves6.5Summary6.6Excercise7Joint-LifeFunctions7.1Introduction7.2JointDistributionsofFutureLifetimes7.2.1TheJoint-LifeStatus7.2.2Last-SurvivorStatus7.3RelationshipamongT(x),T(y),Txy,andT7.4ContingentProbabilities7.5DependentModels7.5.1CommonShockModel7.5.2Frank'sCopula7.6LifeInsuranceonTwoIndividuals7.6.1LifeInsuranceon(xy)and7.6.2ContingentLifeInsurance7.7LifeAnnuitiesonTwoIndividuals7.7.1LifeAnnuitieson(xy)and7.7.2ReversionaryAnnuities7.8Summary7.9Exercise8Multiple-DecrementModel8.1Introduction8.2ADouble-DecrementModel8.2.1FutureLifetimesofTwoRisks8.2.2ProbabilitiesofDecrement8.3AGeneralm-DecrementModel8.3.1ProbabilitiesofDecrement8.3.2CentralRatesfromaMultiple-DecrementTable8.3.3ConstructingaMultiple-DecrementTable8.4DiscretionaryLifeInsurance8.4.1BenefitPremiumsforDiscretionaryLifeInsurance8.4.2BenefitReservesforDiscretionaryLifeInsurance8.4.3AssetShare8.5Summary8.6ExerciseAppendix1StandardNormalTableAppendix2AIllustrativeLifeTablewithi=0.06Appendix2BIllustrativeServiceTablewithi=0.06Appendix2CInterestRateFunctionati=0.06Appendix3ProbabilityTheoremandRandomVariablesAppendix4InterestRateandAnnuity-CertainBibliographySymbolIndexIndex
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开播时间:09月02日 10:30