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Life Insurance Mathematics

Gerber, H.U., University of Lausanne, Switzerland

From the reviews: "The highly esteemed 1990 first edition of this book now appears in a much expanded second edition. The difference between the first two English editions is entirely due to the addition of numerous exercises. The result is a truly excellent book, balancing ideally between theory and practice. ....As already hinted at above, this book provides the ideal bridge between the classical (deterministic) life insurance theory and the emerging dynamic models based on stochastic processes and the modern theory of finance. The structure of the bridge is very solid, though at the same time pleasant to walk along. I have no doubt that Gerber's book will become the standard text for many years to come. Metrika, 44, 1996, 2

Keywords: actuarial mathematics, life insurance, insurance

Contents:

The Mathematics of Compound Interest.

The Future Lifetime of a Life Aged X.

Life Insurance.

Life Annuities.

Net Premiums.

Net Premium Reserves.

Multiple Decrements.

Multiple Life Insurance.

The Total Claim Amount in a Portfolio.

Expense Loadings.

Estimating Probabilities of Death.

Appendix A: Commutation Functions.

Appendix B: Simple Interest.

Appendix C: Exercises.

Appendix D: Solutions.

Appendix E: Tables.- References.- Index.

221 pages