Author | Gerber, Hans U. author |
---|---|
Title | Life Insurance Mathematics [electronic resource] / by Hans U. Gerber |
Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1997 |
Edition | Third Edition |
Connect to | http://dx.doi.org/10.1007/978-3-662-03460-6 |
Descript | XVII, 217 p. online resource |
1 The Mathematics of Compound Interest -- 2 The Future Lifetime of a Life Aged x -- 3 Life Insurance -- 4 Life Annuities -- 5 Net Premiums -- 6 Net Premium Reserves -- 7 Multiple Decrements -- 8 Multiple Life Insurance -- 9 The Total Claim Amount in a Portfolio -- 10 Expense Loadings -- 11 Estimating Probabilities of Death -- Appendix A. Commutation Functions -- A.1 Introduction -- A.2 The Deterministic Model -- A.3 Life Annuities -- A.4 Life Insurance -- A.5 Net Annual Premiums and Premium Reserves -- Appendix B. Simple Interest -- Appendix C. Exercises -- C.0 Introduction -- C.1 Mathematics of Compound Interest: Exercises -- C.1.1 Theory Exercises -- C.1.2 Spreadsheet Exercises -- C.2.1 Theory Exercises -- C.2.2 Spreadsheet Exercises -- C.3 Life Insurance -- C.3.1 Theory Exercises -- C.3.2 Spreadsheet Exercises -- C.4 Life Annuities -- C.4.1 Theory Exercises -- C.4.2 Spreadsheet Exercises -- C.5 Net Premiums -- C.5.1 Notes -- C.5.2 Theory Exercises -- C.5.3 Spreadsheet Exercises -- C.6 Net Premium Reserves -- C.6.1 Theory Exercises -- C.6.2 Spreadsheet Exercises -- C.7 Multiple Decrements: Exercises -- C.7.1 Theory Exercises -- C.8 Multiple Life Insurance: Exercises -- C.8.1 Theory Exercises -- C.8.2 Spreadsheet Exercises -- C.9 The Total Claim Amount in a Portfolio -- C 9.1 Theory Exercises -- C.10 Expense Loadings -- C.10.1 Theory Exercises -- C.10.2 Spreadsheet Exercises -- C.11 Estimating Probabilities of Death -- C.11.1 Theory Exercises -- Appendix D. Solutions -- D.0 Introduction -- D.1 Mathematics of Compound Interest -- D.1.1 Solutions to Theory Exercises -- D.1.2 Solutions to Spreadsheet Exercises -- D.2.1 Solutions to Theory Exercise -- D.2.2 Solutions to Spreadsheet Exercises -- D.3 Life Insurance -- D.3.1 Solutions to Theory Exercises -- D.3.2 Solution to Spreadsheet Exercises -- D.4 Life Annuities -- D.4.1 Solutions to Theory Exercises -- D.4.2 Solutions to Spreadsheet Exercises -- D.5 Net Premiums: Solutions -- D.5.1 Theory Exercises -- D.5.2 Solutions to Spreadsheet Exercises -- D.6 Net Premium Reserves: Solutions -- D.6.1 Theory Exercises -- D.6.2 Solutions to Spreadsheet Exercises -- D.7 Multiple Decrements: Solutions -- D.7.1 Theory Exercises -- D.8 Multiple Life Insurance: Solutions -- D 8.1 Theory Exercises -- D.8.2 Solutions to Spreadsheet Exercises -- D.9 The Total Claim Amount in a Portfolio -- D.9.1 Theory Exercises -- D.10 Expense Loadings -- D.10.1 Theory Exercises -- D.10.2 Spreadsheet Exercises -- D.11 Estimating Probabilities of Death -- D.11.1 Theory Exercises -- Appendix E. Tables -- E.0 Illustrative Life Tables -- E.1 Commutation Columns -- E.2 Multiple Decrement Tables -- References