株式会社極東書店トップ ＞ 商品一覧 ＞ Life Insurance Theory: Actuarial Perspectives. 1st ed. Softcover of orig. ed. 1997
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Life Insurance Theory: Actuarial Perspectives. 1st ed. Softcover of orig. ed. 1997
・ISBN 978-1-4419-5189-2 paper EUR 149.99
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| 著者・編者 | De Vylder, F. Etienne, |
|---|---|
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2010 |
| ページ数 | 184 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A05-44488＞ |
解説
This book is different from all other books on Life Insurance by at least one of the following characteristics 1-4. 1. The treatment of life insurances at three different levels: time-capital, present value and price level. We call time-capital any distribution of a capital over time: (*) is the time-capital with amounts Cl, ~, ... , C at moments Tl, T , ..* , T resp. N 2 N For instance, let (x) be a life at instant 0 with future lifetime X. Then the whole oO oO life insurance A is the time-capital (I,X). The whole life annuity ae is the x x time-capital (1,0) + (1,1) + (1,2) + ... + (I,'X), where 'X is the integer part ofX. The present value at 0 of time-capital (*) is the random variable T1 T TN Cl V + ~ v , + ... + CNV . (**) In particular, the present value ofA 00 and ae 00 is x x 0 0 2 A = ~ and ae = 1 + v + v + ... + v'X resp. x x The price (or premium) of a time-capital is the expectation of its present value. In particular, the price ofA 00 and aex 00 is x 2 A = E(~) and ae = E(I + v + v + ... + v'X) resp.