人寿保险数学 (第3版)

图书标准信息

• 作者 H.U.Gerber 编
• 出版社 世界图书出版公司
• 出版时间 1999-10
• 版次 3
• ISBN 9787506214704
• 定价 39.00元
• 装帧 平装
• 开本 24开
• 纸张 其他
• 页数 217页

【内容简介】

Twomajordevelopmentshaveinfluencedtheenvironmentofactuarialmath-ematics.Oneisthearrivalofpowerfulandaffordablecomputers;theonceimportantproblemofnumericalcalculationhasbecomealmosttrivialinmanyinstances.Theotheristhefactthattoday'sgenerationisquitefamiliarwithprobabilitytheoryinanintuitivesense;thebasicconceptsofprobabilitytheoryaretaughtatman）,highschools.Thesetwofactorsshouldbetakenintoaccountintheteachingandlearningofactuarialmathematics.Afirstconsequenceis,forexample,thatarecursivealgorithm（forasolution）isasusefulasasolutionexpressedintermsofcommutationfunctions.Inmanycasesthecalculationsareeasy;thusthequestion"why"acalculationisdoneismuchmoreimportantthanthequestion"how"itisdone.Thesecondconsequenceisthatthesomewhatembarrassingdeterministicmodelcanbeabandoned;nowadaysnothingspeaksagainsttheuseofthestochasticmodel,whichbetterreflectsthemechanismsofinsurance.Thusthediscussiondoesnothavetobelimitedtoexpectedvalues;itcanbeextendedtothedeviationsfromtheexpectedvalues,therebyquantifyingtheriskinthepropersense.

【目录】

1TheMathematicsofCompoundInterest
1.1MathematicalBasesofLifeContingencies
1.2EffectiveInterestRates
1.3NominalInterestRates
1.4ContinuousPayments
1.5InterestinAdvance
1.6Perpetuities
1.7Annuities
1.8RepaymentofaDebt
1.9InternalRateofReturn

2TheFutureLifetimeofaLifeAgedx
2.1TheModel
2.2TheForceofMortality
2.3AnalyticalDistributionsofT
2.4TheCurtateFutureLifetimeof（x）
2.5LifeTables
2.6ProbabilitiesofDeathforFractionsofaYear

3LifeInsurance
3.1Introduction
3.2ElementaryInsuranceTypes
3.2.1WholeLifeandTermInsurance
3.2.2PureEndowments
3.2.3Endowments
3.3InsurancesPayableattheMomentofDeath
3.4GeneralTypesofLifeInsurance
3.5StandardTypesofVariableLifeInsurance
3.6RecursiveFormulae

4LifeAnnuities
4.1Introduction
4.2ElementaryLifeAnnuities
4.3PaymentsmademoreFrequentlythanOnceaYear
4.4VariableLifeAnnuities
4.5StandardTypesofLifeAnnuituy
4.6RecursionFormulae
4.7Inequalities
4.8PaymentsStartingatNon-iutegralAges

5NetPremiums
5.1Introduction
5.2AnExample
5.3ElementaryFormsofInsurance
5.3.1WholeLifeandTermInsurance
5.3.2PureEndowments
5.3.3Endowments
5.3.4DeferredLifeAnnuities
5.4PremiumsPaidmTimesaYear
5.5AGeneralTypeofLifeInsurance
5.6PolicieswithPremiumRefund
5.7StochasticInterest

6NetPremiumReserves
6.1Introduction
6.2TwoExamples
6.3RecursiveConsiderations
6.4TheSurvivalRisk
6.5TheNetPremiumReserveofaWholeLifeInsurance
6.6NetPremiumReservesatFractionalDurations
6.7AllocationoftheOverallLosstoPolicyYears
6.8ConversionofanInsurance
6.9TechnicalGain
6.10ProcedureforPureEndowments
6.11TheContinuousModel
7MultipleDecrementsl
8MultipleLifeInsurance
9TheTotalClaimAmountinaPortfolio
10ExpenseLoadings
11EstimatingProbabilitiesofDeath
AppendixA.CommutationFunctions
AppendixB.SimpleInterest
AppendixC.Exercises
AppendixD.Solutions
AppendixE.Tables
References
Index