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Actuarial calculations

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CT1 - CT8 Combined Materials Packs . — Actuarial Education Company (ActEd). — Institute and Faculty of Actuaries (IFoA), Great Britain, 2012-16 The archive contains collections of theoretical material and guidelines (Combined Materials Pack, Core reading) for eight subjects of the Core Technical cycle from the Actuarial Education Company (ActEd), which trains actuaries in...
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Wiley, 2017. — 368 p. — ISBN: 978-0470772683. Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of...
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N.-Y.: Chapman and Hall/CRC, 2004. - 840 p. In the years since the publication of the best-selling first edition, the incorporation of ideas and theories from the rapidly growing field of financial economics has precipitated considerable development of thinking in the actuarial profession. Modern Actuarial Theory and Practice, Second Edition integrates those changes and...
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2nd Edition. — The Society of Actuaries, 1997. — 730 p. The book, which is the basic textbook of the Society of Actuaries USA, contains the fundamentals of mathematics of insurance. Starting with the basic models of the underlying life insurance, the authors go on to the models of risk theory to more complex models of the life insurance and pension schemes. The book is intended...
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2nd Edition. — The Society of Actuaries, 1997. — 730 p. The book, which is the basic textbook of the Society of Actuaries USA, contains the fundamentals of mathematics of insurance. Starting with the basic models of the underlying life insurance, the authors go on to the models of risk theory to more complex models of the life insurance and pension schemes. The book is intended...
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Springer, 2019. — 258 p. — (Springer Actuarial). — ISBN: 978-3-030-25826-9. This book reviews some of the most recent developments in neural networks, with a focus on applications in actuarial sciences and finance. It simultaneously introduces the relevant tools for developing and analyzing neural networks, in a style that is mathematically rigorous yet accessible. Artificial...
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Cambridge University Press, 2013. — 512 p. — 2nd ed. — ISBN: 1107044073, 9781107044074 Actuarial Mathematics for Life Contingent Risks, 2nd edition, has been designated as the sole required text for the new Society of Actuaries Exam MLC April 2014 test format. Actuarial Mathematics for Life Contingent Risks covers the entire syllabus for the SOA Exam MLC (April 2014). It is...
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Cambridge University Press, 2010. — 180 p. — ISBN: 1107608449, 9781101620261 This must-have manual provides solutions to all exercises in Dickson, Hardy and Waters' Actuarial Mathematics for Life Contingent Risks, the groundbreaking text on the modern mathematics of life insurance that is the required reading for the SOA Exam MLC and also covers more or less the whole syllabus...
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Cambridge: Cambridge University Press, 2014. — 563 p. Predictive modeling involves the use of data to forecast future events. It relies on capturing relationships between explanatory variables and the predicted variables from past occurrences and exploiting these relationships to predict future outcomes. Forecasting future financial events is a core actuarial skill – actuaries...
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Cambridge University Press, 2016. — 330 p. — (International Series on Actuarial Science). — ISBN: 1107029880, 9781107029880 Predictive modeling uses data to forecast future events. It exploits relationships between explanatory variables and the predicted variables from past occurrences to predict future outcomes. Forecasting financial events is a core skill that actuaries...
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Academic Press, 2015. — 624 p. — ISBN: 978-0128001561. This self-contained module for independent study covers the subjects most often needed by non-mathematics graduates, such as fundamental calculus, linear algebra, probability, and basic numerical methods. The easily-understandable text of Introduction to Actuarial and Mathematical Methods features examples, motivations, and...
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Chapman and Hall/CRC, 2013. — 242 p. — ISBN: 978-1466505735, e-ISBN: 978-1466505742. Suitable for statisticians, mathematicians, actuaries, and students interested in the problems of insurance and analysis of lifetimes, Statistical Methods with Applications to Demography and Life Insurance presents contemporary statistical techniques for analyzing life distributions and life...
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New York: Society of Actuaries, 2012. — 274 p. New required text for the FAP Modules, as of January 31, 2012. A critical point in an actuary's education is the transition from understanding the mathematical underpinnings of actuarial science to putting them into practice. The problems become less well-defined and the solutions less clear-cut. Understanding Actuarial Practice is...
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Springer, 2016. — 255 p. Focusing on life insurance and pensions, this book addresses various aspects of modeling in modern insurance: insurance liabilities; asset-liability management; securitization, hedging, and investment strategies. With contributions from internationally renowned academics in actuarial science, finance, and management science and key people in major life...
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Springer, 2016. — 112 p. — ISBN: 978-3319356679. Featuring contributions from industry and academia, this volume includes chapters covering a diverse range of theoretical and empirical aspects of actuarial science and quantitative finance, including portfolio management, derivative valuation, risk theory and the economics of insurance. Developed from the First International...
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Cambridge University Press, 2006. – 336 p. — ISBN13: 978-0-511-19179-4 eBook This 2006 book introduces and develops the basic actuarial models and underlying pricing of life-contingent pension annuities and life insurance from a unique financial perspective. The ideas and techniques are then applied to the real-world problem of generating sustainable retirement income towards...
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Non-Life Insurance: Mathematics & Statistics – Lecture Notes. Version August 27, 2014, M.V. Wüthrich, ETH Zurich. Collective Risk Modeling. Individual Claim Size Modeling. Approximations for Compound Distribution. Ruin Theory in Discrete Time. Premium Calculation Principles. Tariffication and Generalized Linear Model. Bayesian Models and Credibility Theory. Claims Reserving....
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Springer, 2011. — 490 p. — ISBN: 364216028X The book aims at presenting technical and financial features of life insurance, non-life insurance, pension plans. The book has been planned assuming non-actuarial readers as its natural target, namely - advanced undergraduate and graduate students in Economics, Business and Finance; - professionals and technicians operating in...
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2nd ed. — Springer, 2015. — 520 p. — (EAA Series). — ISBN: 3319213768, 9783319213767 The book aims at presenting technical and financial features of life insurance, non-life insurance, pension plans. The book has been planned assuming non-actuarial readers as its natural target, namely - advanced undergraduate and graduate students in Economics, Business and Finance; -...
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Springer, 2014. — 162 p. — ASIN: B00PUM09RW. Health Insurance aims at filling a gap in actuarial literature, attempting to solve the frequent misunderstanding in regards to both the purpose and the contents of health insurance products (and ‘protection products’, more generally) on the one hand, and the relevant actuarial structures on the other. In order to cover the basic...
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2nd edition. — Wiley, 2010. — 476 p. — ISBN: 0470684119 This book provides a comprehensive introduction to actuarial mathematics, covering both deterministic and stochastic models of life contingencies, as well as more advanced topics such as risk theory, credibility theory and multi-state models. This new edition includes additional material on credibility theory, continuous...
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3rd Edition. — N.-Y.: Wiley, 2014. - 552 p. — ISBN: 978-1-118-78246-0 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...
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2nd Edition. — N.-Y.: CRC Press, 2014. — 654 p. — e-ISBN: 978-1-4822-2707-9 Actuarial Models: The Mathematics of Insurance, Second Edition thoroughly covers the basic models of insurance processes. It also presents the mathematical frameworks and methods used in actuarial modeling. This second edition provides an even smoother, more robust account of the main ideas and models,...
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Singapore: World Scientific, 2006. - 280 p. Since actuarial education was introduced into China in the 1980s, Chinese scholars have paid greater attention to the theoretical research of actuarial science. Professors and industry experts from well-known universities in China recently worked together on the project "Insurance Information Processing and Actuarial Mathematics...
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Springer, 2014. — 385 p. — (EAA Series). — ISBN: 9783319066523, 9783319066530 This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications....
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Palgrave Macmillan, 2017. — 350 p. — ISBN: 9783319331829, 9783319331836. In the first book of its kind,Turnbull traces the development and implementation of actuarial ideas, from the conception of Equitable Life in the mid-18th century to the start of the 21st century. This book analyses the historical development of British actuarial thought in each of its three main practice...
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2nd edition. — Springer, 2010. — 157 p. — (EAA Series). — ISBN10: 3642148514 ISBN13: 978-3642148514 Introduces and explains the concept of Valuation Portfolio Covers life and non-life insurance as well as financial risk Written on the background of Solvency II
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3rd Edition. — Springer, 2016. — 138 p. — ISBN: 978-3319466354. This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. Topics covered are stochastic discounting with deflators, valuation...
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Wiley, 2008. — 438 p. — ISBN: 9780470723463 Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for...
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