标题：精算模型：寿险和年金
图书信息
出版社: 高等教育出版社; 第1版 (2008年1月1日)
外文书名: Actuarial Model
丛书名: 精算科学系列
平装: 341页
正文语种: 英语
开本: 16
ISBN: 9787040224689
条形码: 9787040224689
尺寸: 25.8 x 18.4 x 1.6 cm
重量: 640 g
作者简介
朱彦云，于1995年在中央财经大学获得精算学硕士学位，2001年及2003年在美国威斯康星大学麦迪逊分校获得金融硕士和精算及保险学博士学位。自2003年至今，朱博士作者于美国伊利诺伊大学，讲授的课程包括精算数学、风险模型、风险理论、养老金及概率基础。朱博士于2004年取得美国精算师资格，并在2005年参与了美国精算师协会Course 8v Exam（投资学科方向）的出题及评卷工作。朱博士也通过了大部分英车精算师协会考试，仅需通过两门考试即能取得英国精算师资格。
内容简介
《精算模型:寿险和年金(英文版)》将寿险模型建立在不能确定终止日期的一系列现金流上，并结合金融理论和概率分布理论，重点讲述如何对寿险和年金进行定价，是一本寿险理论的概率应用书。《精算模型:寿险和年金(英文版)》意在帮助有兴趣于精算学和寿险理论的读者理解寿险理论的定价体系。由于《精算模型:寿险和年金(英文版)》中众多例子及练习取自往年北美精算师（SOA）考试试题，使得《精算模型——寿险和年金》也是一本针对北美精算师Exam MLC及英国精算师Subject CT5的很好的参考书。
目录
Preface
1 Interest and Annuity-Certain
1.1 Introduction
1.2 Interest
1.2.1 Simple Interest
1.2.2 Compound Interest
1.2.3 Interest Convertible m-thly
1.2.4 Force cf Interest
1.2.5 Relationship among Interest Rates
1.2.6 The Accumulation Factor
1.2.7 The Discount Factor
1.3 Annuities-Certain
1.3.1 Annual Annuities-Certain
1.3.2 Continuous Annuities-Certain
1.3.3 m-thly Annuities-Certain
1.3.4 Accumulated Values of Annuities-Certain at Time n
1.4 Summary
1.5 Exercise
2 Individual Future Lifetime
2.1 Introduction
2.2 A Newborn's Future Lifetime X
2.3 Future Lifetime of (x)
2.3.1 Relationship Between Probability Functions of X and T(x)
2.3.2 Curtate-Future-Lifetime of (x)
2.3.3 Conditional Average Death Time
2.3.4 Central Force of Mortality
2.4 Life Table
2.4.1 Aggregate Life Table
2.4.2 Select-and-Ultimate Life Table
2.5 Summary
2.6 Exercise
3 Life Insurance
3.1 Introduction
3.2 Continuous Life Insurance
3.2.1 Level Life Insurance
3.2.2 A General Continuous Life Insurance
3.3 Discrete Life Insurance
3.3.1 Level Life Insurance
3.3.2 A General Discrete Life Insurance
3.3.3 Commutation Functions
3.4 m-thly Life Insurance
3.5 Endowment Insurance
3.6 Summary
3.7 Exercise
4 Life Annuities
4.1 Introduction
4.2 Continuous Life Annuities
4.2.1 Level Life Annuities
4.2.2 Varying Continuous Life Annuities
4.3 Annual Life Annuities
4.3.1 Level Annual Life Annuities
4.3.2 Varying Annual Life Annuities
4.3.3 Commutation Functions
4.4 Special Life Annuities
4.4.1 m-thly Life Annuities
4.4.2 n-Year-Certain-and-Life Annuities
4.4.3 Apportionable Annuities-Due
4.4.4 Complete Annuities-immediate
4.5 Summary
4.6 Exercise
5 Insurance Premiums
5.1 Introduction
5.2 Insurance Pricing Principles
5.2.1 The Three Pricing Principles
5.2.2 Single Benefit Premiums
5.3 Benefit Premiums
5.3.1 Fully Continuous Benefit Premiums
5.3.2 Fully Discrete Benefit Premiums
5.3.3 m-thly Benefit Premiums
5.3.4 Apportionable Benefit Premiums
5.4 Gross Insurance Premiums
5.4.1 Classification of Expenses
5.4.2 Gross Premiums Under the Equivalence Principle
5.5 Summary 
5.6 Exercises
6 Insurance Reserves
6.1 Introduction
6.2 Insurance Reserve Principles
6.2.1 The Prospective Loss Random Variable
6.2.2 The Three Common Principles
6.3 Insurance Benefit Reserves
6.3.1 Benefit Reserves for Fully Continuous Life Insurance
6.3.2 Benefit Reserves for Fully Discrete Life Insurance
6.3.3 Benefit Reserves with the Retrospective Method
6.3.4 Recursive Formula between Discrete Benefit Reserves
6.4 Benefit Reserves for Special Life Insurance 
6.4.1 Benefit Reserves for m-thiy Life Insurance
6.4.2 Benefit Reserves for Mixed Life Insurance
6.4.3 Benefit Reserves with Apportionable Premiums
6.4.4 Gross Insurance Reserves
6.5 Summary
6.6 Excercise
7 Joint-Life Functions
7.1 Introduction
7.2 Joint Distributions of Future Lifetimes
7.2.1 The Joint-Life Status
7.2.2 Last-Survivor Status 
7.3 Relationship among T(x), T(y), Txy,and T
7.4 Contingent Probabilities
7.5 Dependent Models
7.5.1 Common Shock Model
7.5.2 Frank's Copula
7.6 Life Insurance on Two Individuals
7.6.1 Life Insurance on (xy) and 
7.6.2 Contingent Life Insurance
7.7 Life Annuities on Two Individuals
7.7.1 Life Annuities on (xy) and 
7.7.2 Reversionary Annuities
7.8 Summary
7.9 Exercise
8 Multiple-Decrement Model
8.1 Introduction
8.2 A Double-Decrement Model
8.2.1 Future Lifetimes of Two Risks
8.2.2 Probabilities of Decrement
8.3 A General m-Decrement Model
8.3.1 Probabilities of Decrement
8.3.2 Central Rates from a Multiple-Decrement Table
8.3.3 Constructing a Multiple-Decrement Table
8.4 Discretionary Life Insurance
8.4.1 Benefit Premiums for Discretionary Life Insurance
8.4.2 Benefit Reserves for Discretionary Life Insurance
8.4.3 Asset Share
8.5 Summary
8.6 Exercise
Appendix 1 Standard Normal Table
Appendix 2A Illustrative Life Table with i=0.06
Appendix 2B Illustrative Service Table with i=0.06
Appendix 2C Interest Rate Function at i=0.06
Appendix 3 Probability Theorem and Random Variables
Appendix 4 Interest Rate and Annuity-Certain
Bibliography
Symbol Index
Index