Wentworth
Institute of Technology
Fundamentals of Actuarial Mathematics.
Provides a comprehensive coverage of both the deterministic and stochastic models of life contingencies, risk theory, credibility theory, multi-state models, and an introduction to modern mathematical finance. New edition restructures the material to fit into modern computational methods and provide...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester :
Wiley,
2015.
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| Edition: | 3rd ed. |
| Subjects: | |
| Online Access: |
Full text (Wentworth users only) |
| Local Note: | l -- 19.3.1. Forces of transition -- 19.3.2. Path-by-path analysis -- 19.3.3. Numerical approximation -- 19.3.4. Stationary continuous time processes -- 19.3.5. Some methods for non-stationary processes -- 19.3.6. Extension of the common shock model |