000			02147nam a2200181 i 4500
999			_c44750 _d44750
020			_a9781482227062 (hardcover : alk. paper)
082	0	0	_a368.01 _bROT
100	1		_aRotarʹ, Vladimir. I.
245	1	0	_aActuarial models : the mathematics of insurance
250			_aSecond edition.
260			_aBoca Raton, FL : _bCRC Press, _c2015
300			_axix, 634 pages : _billustrations ;
500			_aIncludes index
505			_aSome preliminary notions and facts from probability theory, the theory of interest, and calculus[superscript 1] -- Ch. 1. Comparison of random variables : preferences of individuals -- Ch. 2. An individual risk model for a short period -- Ch. 3. Conditional expectations -- Ch. 4. A collective risk model for a short period -- Ch. 5. Random processes : I. Counting and compound processes : Markov chains : modeling claim and cash flows -- Ch. 6. Random processes : II. Brownian motion and martingales : hitting times -- Ch. 7. Global characteristics of the surplus process : ruin models : models with paying dividends -- Ch. 8. Survival distributions -- Ch. 9. Life insurance models -- Ch. 10. Annuity models -- Ch. 11. Premiums and reserves -- Ch. 12. Risk exchange : reinsurance and coinsurance.
520			_a "Ideal for students preparing for level 300 actuarial exams in the US, Actuarial Models: The Mathematics of Insurance provides a comprehensive exposition of insurance processes models and presents mathematical setups and methods used in Actuarial Modeling. Divided into three self-contained and explicitly designated parts of different levels of difficulty, this book examines standard as well as advanced topics such as modern utility theory, martingale technique, models with payments of dividends, reinsurance models, and classification of distributions. The book includes numerous examples, practice problems, and exercises on numerical calculations using Excel. It includes also preliminary examination material for the Society of Actuaries and the Casualty Actuarial Society (CAS), providing, in particular, real problems from past CAS exams."
650		0	_aInsurance
942			_cREF