Actuarial Mathematics for Life Contingent Risks

DOI10.1017/CBO9780511800146zbMath1180.91001MaRDI QIDQ3182274

David C. M. Dickson, Mary R. Hardy, Howard R. Waters

Publication date: 7 October 2009

zbMATH Keywords

option pricing; life insurance; multiple state model; equity-linked insurance; life annuity; survival model; life table; pension mathematics

Mathematics Subject Classification ID

91G20: Derivative securities (option pricing, hedging, etc.)

00A06: Mathematics for nonmathematicians (engineering, social sciences, etc.)

91D20: Mathematical geography and demography

91G50: Corporate finance (dividends, real options, etc.)

91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance

97M30: Financial and insurance mathematics (aspects of mathematics education)