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Life Insurance Mathematics

  • Textbook
  • © 1995

Overview

Authors:
  1. Hans U. Gerber

    1. Ecole des H. E. C., Université de Lausanne, Lausanne, Switzerland

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Table of contents (11 chapters)

  1. Front Matter

    Pages I-XV
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  2. The Mathematics of Compound Interest

    • Hans U. Gerber
    Pages 1-14

  3. The Future Lifetime of a Life Aged x

    • Hans U. Gerber
    Pages 15-22

  4. Life Insurance

    • Hans U. Gerber
    Pages 23-33

  5. Life Annuities

    • Hans U. Gerber
    Pages 35-47

  6. Net Premiums

    • Hans U. Gerber
    Pages 49-57

  7. Net Premium Reserves

    • Hans U. Gerber
    Pages 59-73

  8. Multiple Decrements

    • Hans U. Gerber
    Pages 75-81

  9. Multiple Life Insurance

    • Hans U. Gerber
    Pages 83-92

  10. The Total Claim Amount in a Portfolio

    • Hans U. Gerber
    Pages 93-102

  11. Expense Loadings

    • Hans U. Gerber
    Pages 103-107

  12. Estimating Probabilities of Death

    • Hans U. Gerber
    Pages 109-118

  13. Back Matter

    Pages 119-220
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Keywords

About this book

Halley's Comet has been prominently displayed in many newspapers during the last few months. For the first time in 76 years it appeared this winter, the nocturnal sky. This is an appropriate occasion to clearly visible against point out the fact that Sir Edmund Halley also constructed the world's first life table in 1693, thus creating the scientific foundation of life insurance. Halley's life table and its successors were viewed as deterministic laws, i. e. the number of deaths in any given group and year was considered to be a well defined number that could be calculated by means of a life table. However, in reality this number is random. Thus any mathematical treatment of life insurance will have to rely more and more on probability theory. By sponsoring this monograph the Swiss Association of Actuaries wishes to support the "modern" probabilistic view of life contingencies. We are fortu­ nate that Professor Gerber, an internationally renowned expert, has assumed the task of writing the monograph. We thank the Springer-Verlag and hope that this monograph will be the first in a successful series of actuarial texts. Zurich, March 1986 Hans Biihlmann President Swiss Association of Actuaries Preface Two major developments have influenced the environment of actuarial math­ ematics. One is the arrival of powerful and affordable computers; the once important problem of numerical calculation has become almost trivial in many instances.

Authors and Affiliations

  • Ecole des H. E. C., Université de Lausanne, Lausanne, Switzerland

    Hans U. Gerber

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