Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Save to My Library
Look up keyword or section
Like this
3Activity

Table Of Contents

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
3.2 Simulation of Discrete Lifetimes
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 Continuous Risk Premium Formulas
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
Bibliography
0 of .
Results for:
No results containing your search query
P. 1
Stat 470 Book

Stat 470 Book

Ratings: (0)|Views: 272 |Likes:
Published by skeletor1000

More info:

Published by: skeletor1000 on Sep 26, 2011
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

11/09/2012

pdf

text

original

You're Reading a Free Preview
Pages 4 to 14 are not shown in this preview.
You're Reading a Free Preview
Pages 18 to 25 are not shown in this preview.
You're Reading a Free Preview
Pages 29 to 32 are not shown in this preview.
You're Reading a Free Preview
Pages 36 to 136 are not shown in this preview.
You're Reading a Free Preview
Pages 140 to 180 are not shown in this preview.

You're Reading a Free Preview

Download
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->