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MATH20962 Jon Ferns FIA Jon.ferns@btinternet 077 89 487 194 Version 25 Feb 2014

University of Manchester Contingencies 1 Lecture 5 26 February and 5 March 2014 “Continuous and increasing assurances and annuities”. MATH20962 Jon Ferns FIA Jon.ferns@btinternet.com 077 89 487 194 Version 25 Feb 2014. Course syllabus. Continuous annuities. Continuous annuities.

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MATH20962 Jon Ferns FIA Jon.ferns@btinternet 077 89 487 194 Version 25 Feb 2014

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  1. University of ManchesterContingencies 1Lecture 526 February and 5 March 2014“Continuous and increasing assurances and annuities” MATH20962 Jon Ferns FIA Jon.ferns@btinternet.com 077 89 487 194 Version 25 Feb 2014

  2. Course syllabus

  3. Continuous annuities

  4. Continuous annuities

  5. Continuous temporary annuities

  6. Other relationships for continuous annuities

  7. Progression from theoretical definition of PV to£Amount * Probability paid * Discount

  8. Examples - assurances not in the “yellow” book

  9. Examples - assurances not in the “yellow” book

  10. Annuities and assurances not in the “yellow” book

  11. Annuities and assurances not in the “yellow” book

  12. Variance calculation – not in the “yellow” book

  13. Proving relationships

  14. Examples

  15. Dx “shortcut”

  16. In lecture quiz

  17. Annuity to assurance conversion

  18. Non-yearly annuities (monthly)

  19. Non-yearly annuities (monthly)

  20. Non-yearly temporary annuities (monthly)

  21. Quiz

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