Booth / Chadburn / Haberman Modern Actuarial Theory and Practice, Second Edition

2. Auflage 2012
ISBN: 978-1-4200-5730-0
Verlag: Taylor & Francis
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 840 Seiten

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 presents an up-to-date, comprehensive overview of UK and international actuarial theory, practice and modeling. It describes all of the traditional areas of actuarial activity, but in a manner that highlights the fundamental principles of actuarial theory and practice as well as their economic, financial, and statistical foundations.

Zielgruppe

Students (undergraduates, Masters and PhD) in Actuarial Science, professional actuaries, statisticians and mathematicians in insurance and financial industry

Autoren/Hrsg.

Booth, Philip

Chadburn, Robert

Haberman, Steven

James, Dewi

Khorasanee, Zaki

Plumb, Robert H.

Rickayzen, Ben

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

INVESTMENT
The Widening Scope of Actuarial Theory and Practice
Investments and Valuation
General Principles of Asset Allocation
Investment Risk
Portfolio Selection Techniques and Investment Modeling

LIFE INSURANCE
Fundamental Features of Life Insurance
Nonparticipating Life Insurance
Participating Life Insurance
The Regulation of Solvency and its Effect on the Emergence
of Profit
Life Office Risks and Risk Management
The Actuarial Role in Life Office Management

GENERAL INSURANCE
Introduction to General Insurance
General Insurance Accounts
Premium Rating
Reinsurance
Reserving

PENSIONS
Types of Pension Plan
Actuarial Modeling of Defined-Benefit Plans
Investment Strategies for Defined-Benefit Plans
Individual Pension Choices

HEALTH INSURANCE
An Introduction to Health Insurance
Income Protection Insurance
Critical Illness
Long-Term Care
Private Medical Insurance