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1.1.1 Random Variables and Expectations
1.2.1 Interest Rates and Compounding
1.2.2 Present Values and Payment Streams
1.2.3 Principal and Interest, and Discount Rates
1.2.4 Variable Interest Rates
1.2.5 Continuous-time Payment Streams
1.3 Exercise Set 1
1.4 Worked Examples
2.1 More on Theory of Interest
2.1.1 Annuities & Actuarial Notation
2.1.2 Loan Repayment: Mortgage, Bond, Sinking Fund
2.1.3 Loan Amortization & Mortgage Reﬁnancing
2.1.4 Illustration on Mortgage Reﬁnancing
2.1.5 Computational illustration in R
2.2 Force of Mortality & Analytical Models
2.2.1 Comparison of Forces of Mortality
2.3 Exercise Set 2
2.4 Worked Examples
2.5 Useful Formulas from Chapter 2
3.1.1 Probability Bounds & Approximations
3.3 Expectation of Discrete Random Variables
3.3.1 Rules for Manipulating Expectations
3.3.2 Curtate Expectation of Life
3.4. INTERPRETING FORCE OF MORTALITY 91
3.4 Interpreting Force of Mortality
3.5 Interpolation Between Integer Ages
3.5.1 Life Expectancy – Deﬁnition and Approximation
3.6 Some Special Integrals
3.7 Exercise Set 3
3.8 Worked Examples
3.9. APPENDIX ON LARGE DEVIATION PROBABILITIES 109
3.10 Useful Formulas from Chapter 3
4.1 Preliminaries
4.2.2 Formulas for Net Single Premiums
4.3. EXTENSION TO MULTIPLE PAYMENTS PER YEAR 125
4.4 Interpolation Formulas in Risk Premiums
4.5.2 Integral Formulas
4.5.3 Risk Premiums under Theoretical Models
4.5.4 Numerical Calculations of Life Expectancies
4.6 Exercise Set 4
4.7 Worked Examples
4.8 Useful Formulas from Chapter 4
A.2 Formal Notion of the Life Table
A.2.1 The Cohort Life Table
A.3 Sample Spaces for Duration Data
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Stat 470 Book

# Stat 470 Book

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11/09/2012

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