精算模型
￥ 25.9 4.4折 ￥ 59 九五品
仅1件
北京通州
认证卖家担保交易快速发货售后保障
作者朱彦云 著
出版社高等教育出版社
ISBN9787040224689
出版时间2008-01
版次1
装帧平装
开本16开
纸张胶版纸
页数178页
字数99999千字
定价59元
上书时间2024-05-12
商品详情
- 品相描述：九五品
- 商品描述
-
基本信息
书名:精算模型
定价：59元
作者:朱彦云 著
出版社：高等教育出版社
出版日期：2008-01-01
ISBN：9787040224689
字数：555000
页码：178
版次：1
装帧：平装
开本：16开
商品重量：
编辑推荐
内容提要
精算师是运用精算方法和技术解决经济问题的专业人士，既可是商业保险界的核心精英，又可在金融投资、咨询等众多领域担任要职。目前国内精算人才紧缺，且随着众多外资银行进入中国，中国的精算师的教育变得更加紧迫。这套英文版《精算科学系列》将有助于那些对精算科学有兴趣的读者迅速掌握本领域的基础知识。 本书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。本书意在帮助有兴趣于精算学和寿险理论读者理解寿险理论的定价体系。由于本书中众多例子及练习取自往年北美精算师(SOA) 考试试题，使得本书也是一本针对北美精算师Exam MLC及英国精算师 Subject CT5的很好的参考书。
目录
Preface1 Interest and Annuity-Certain 1.1 Introduction 1.2 Interest 1.2.1 Simple Interest 1.2.2 Compound Interest 1.2.3 Interest Convertible m-thly 1.2.4 Force cf Interest 1.2.5 Relationship among Interest Rates 1.2.6 The Accumulation Factor 1.2.7 The Discount Factor 1.3 Annuities-Certain 1.3.1 Annual Annuities-Certain 1.3.2 Continuous Annuities-Certain 1.3.3 m-thly Annuities-Certain 1.3.4 Accumulated Values of Annuities-Certain at Time n 1.4 Summary 1.5 Exercise2 Individual Future Lifetime 2.1 Introduction 2.2 A Newborn's Future Lifetime X 2.3 Future Lifetime of (x) 2.3.1 Relationship Between Probability Functions of X and T(x) 2.3.2 Curtate-Future-Lifetime of (x) 2.3.3 Conditional Average Death Time 2.3.4 Central Force of Mortality 2.4 Life Table 2.4.1 Aggregate Life Table 2.4.2 Select-and-Ultimate Life Table 2.5 Summary 2.6 Exercise3 Life Insurance 3.1 Introduction 3.2 Continuous Life Insurance 3.2.1 Level Life Insurance 3.2.2 A General Continuous Life Insurance 3.3 Discrete Life Insurance 3.3.1 Level Life Insurance 3.3.2 A General Discrete Life Insurance 3.3.3 Commutation Functions 3.4 m-thly Life Insurance 3.5 Endowment Insurance 3.6 Summary 3.7 Exercise4 Life Annuities 4.1 Introduction 4.2 Continuous Life Annuities 4.2.1 Level Life Annuities 4.2.2 Varying Continuous Life Annuities 4.3 Annual Life Annuities 4.3.1 Level Annual Life Annuities 4.3.2 Varying Annual Life Annuities 4.3.3 Commutation Functions 4.4 Special Life Annuities 4.4.1 m-thly Life Annuities 4.4.2 n-Year-Certain-and-Life Annuities 4.4.3 Apportionable Annuities-Due 4.4.4 Complete Annuities-immediate 4.5 Summary 4.6 Exercise5 Insurance Premiums 5.1 Introduction 5.2 Insurance Pricing Principles 5.2.1 The Three Pricing Principles 5.2.2 Single Benefit Premiums 5.3 Benefit Premiums 5.3.1 Fully Continuous Benefit Premiums 5.3.2 Fully Discrete Benefit Premiums 5.3.3 m-thly Benefit Premiums 5.3.4 Apportionable Benefit Premiums 5.4 Gross Insurance Premiums 5.4.1 Classification of Expenses 5.4.2 Gross Premiums Under the Equivalence Principle 5.5 Summary 5.6 Exercises6 Insurance Reserves 6.1 Introduction 6.2 Insurance Reserve Principles 6.2.1 The Prospective Loss Random Variable 6.2.2 The Three Common Principles 6.3 Insurance Benefit Reserves 6.3.1 Benefit Reserves for Fully Continuous Life Insurance 6.3.2 Benefit Reserves for Fully Discrete Life Insurance 6.3.3 Benefit Reserves with the Retrospective Method 6.3.4 Recursive Formula between Discrete Benefit Reserves 6.4 Benefit Reserves for Special Life Insurance 6.4.1 Benefit Reserves for m-thiy Life Insurance 6.4.2 Benefit Reserves for Mixed Life Insurance 6.4.3 Benefit Reserves with Apportionable Premiums 6.4.4 Gross Insurance Reserves 6.5 Summary 6.6 Excercise7 Joint-Life Functions 7.1 Introduction 7.2 Joint Distributions of Future Lifetimes 7.2.1 The Joint-Life Status 7.2.2 Last-Survivor Status (■) 7.3 Relationship among T(x), T(y), Txy,and T■ 7.4 Contingent Probabilities 7.5 Dependent Models 7.5.1 Common Shock Model 7.5.2 Frank's Copula 7.6 Life Insurance on Two Individuals 7.6.1 Life Insurance on (xy) and (■) 7.6.2 Contingent Life Insurance 7.7 Life Annuities on Two Individuals 7.7.1 Life Annuities on (xy) and (■) 7.7.2 Reversionary Annuities 7.8 Summary 7.9 Exercise8 Multiple-Decrement Model 8.1 Introduction 8.2 A Double-Decrement Model 8.2.1 Future Lifetimes of Two Risks 8.2.2 Probabilities of Decrement 8.3 A General m-Decrement Model 8.3.1 Probabilities of Decrement 8.3.2 Central Rates from a Multiple-Decrement Table 8.3.3 Constructing a Multiple-Decrement Table 8.4 Discretionary Life Insurance 8.4.1 Benefit Premiums for Discretionary Life Insurance 8.4.2 Benefit Reserves for Discretionary Life Insurance 8.4.3 Asset Share 8.5 Summary 8.6 ExerciseAppendix 1 Standard Normal TableAppendix 2A Illustrative Life Table with i＝0.06Appendix 2B Illustrative Service Table with i＝0.06Appendix 2C Interest Rate Function at i＝0.06Appendix 3 Probability Theorem and Random VariablesAppendix 4 Interest Rate and Annuity-CertainBibliographySymbol IndexIndex
作者介绍
朱彦云博士于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Course 8v Exam(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。
序言
序言
-
【封面】
— 没有更多了 —
以下为对购买帮助不大的评价