Actuarial Principles
Lifetables and Mortality Models

Provides the fundamentals of actuarial science at the nexus of statistics, mathematics, demography and finance

Andrew Leung (Author)

9780323901727, Elsevier Science

Paperback, published 19 April 2022

262 pages, Approx. 100 illustrations
22.9 x 15.2 x 1.7 cm, 0.43 kg

Actuarial Principles: Lifetables and Mortality Models explores the core of actuarial science: the study of mortality and other risks and applications. Including the CT4 and CT5 UK courses, but applicable to a global audience, this work lightly covers the mathematical and theoretical background of the subject to focus on real life practice. It offers a brief history of the field, why actuarial notation has become universal, and how theory can be applied to many situations. Uniquely covering both life contingency risks and survival models, the text provides numerous exercises (and their solutions), along with complete self-contained real-world assignments.

1. Introduction to Deep Learning and Financial Modeling
2. Deep Learning and Addressing the Class Imbalance Problem
3. Predicting Interest Rates and Spreads Using Deep Learning
4. Predicting Stock Market prices using Deep Learning
5. Predicting Inflation Rates using Deep Learning
6. Analyzing the GDP using Deep Learning
7. Predicting Exchange Rates using Deep Learning
8. Asset Allocation Optimization Using Deep Learning
9. Deep Learning, Credit Scoring and Underwriting
10. Deep Learning and Fraud Detection
11. Deep Learning and Sentiment/News Analysis
12. Banking and Insurance Solvency Capital Calculation Using Deep Learning
13. Insurance Pricing Using Deep Learning
14. Conclusion

Subject Areas: Data capture & analysis [UNC], Corporate governance [KJR], Business mathematics & systems [KJQ], Corporate finance [KFFH]