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Fundamentals of actuarial mathematics. 2nd ed. (English) Zbl 1205.62159

Chichester: John Wiley & Sons (ISBN 978-0-470-68411-5/hbk; 978-1-119-97152-8/ebook). xxv, 449 p. (2011).
[For the review of the first edition from 2006 see Zbl 1100.62095.]
Publisher’s description: This new edition includes additional material on credibility theory, continuous time multi-state models, more complex types of contingent insurances, flexible contracts such as universal life, the risk measures VaR and TVaR.

MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
91B30 Risk theory, insurance (MSC2010)

Citations:

Zbl 1100.62095
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