You are reading a page from The Mathematical Theory of Investment, Ernest Brown Skinner, (1913)
Part of the American Term Life Insurance History Project
Term Life Insurance

THE MATHEMATICAL THEORY
    OF INVESTMENT

                
BY
 
ERNEST BROWN SKINNER
ASSOCIATE PROFESSOR OF MATHEMATICS IN THE
       
UNIVERSITY OF WISCONSIN

      
GINN AND COMPANY
  
BOSTON  NEW YOBK CHICAGO  LONDON
ATLANTA DALLAS  COLUMBUS  SAN FBANCISCO
   
COPYRIGHT, 1913, BY
ERNEST BROWN SKINNER

ALL BIGHTS BBSBRVKD
        
B21.1

Cfte gttienitam gte««
GINN AND COMPANY  PRO-
PRIETORS  BOSTON  U.S.A.
                       
PEEFACE
 
This book has been written for the use of students of business
and public affairs. The fact that, with a few notable exceptions,
colleges and universities have hitherto made no provision for
courses in mathematics adapted to meet the needs of students
trained for commercial careers and for the public service, is due
in no small measure to the lack of a suitable textbook.  In recent
years the closer study of business methods and the extension of
governmental control over many forms of industrial and financial
activity have greatly emphasized the value, to students of finance,
of a knowledge of what the Germans call " political arithmetic."
 
In an attempt to meet the need for a book covering this field,
some of the more important topics relating to the theory of
interest and its application to the larger affairs of modern every-
day life have been brought together. The following pages con-
tain, in somewhat elaborated form, the substance of a course
of lectures given annually for the last five years to the students
in the course in commerce  in the .University of Wisconsin.
While I have tried to make the book practical throughout, I
have sought to make it a book of first principles rather than
a guide to detailed practice. I trust that the reader will find the
treatment adapted to present-day conditions and heeds. I shall
be gratified if I have in any way contributed to the more efficient
training, in principles of sound finance, of the splendid body of
young men who are going out from our courses in commerce to
become leaders in the business world.
  
In selecting topics for consideration, an effort has been made
to avoid those that are still the subject of controversy.  If this
rule has been departed from in devoting some space to deprecia-
tion, it is on account of the great importance of the subject.
The public-utility commission seeking to make an equitable ad-
justment of rates must make some sort of quantitative deter-
mination of depreciation, even though neither the exact meaning
iv     MATHEMATICAL THEORY OF INVESTMENT
of the term nor the method of treating the subject has been
agreed upon. It is believed that the discussion in §§ 56-58 fol-
lows logically from the definitions therein proposed. It might
be added that it is in substantial agreement with the practice of
the Wisconsin Railroad Commission.
 
Much of the inspiration for the book has come from M. Cantor's
admirable "Politische Arithmetik," while most of the material
may be found in some form in Todhunter and King's " Institute
of Actuaries' Text-Book."  I have consulted freely Fuzet and
Reclus, " Precis de mathematiques commerciales et financieres ";
Martini, "Aritmetica commerciale e politica"; Schlimbach, " Poli-
tische Arithmetik "; Wolff, "Inheritance Tax Computations";
Broggi, " Matematica attuariale " ; Lowy, " Versicherungsmathe-
matik"; Dawson, "Practical Lessons in Actuarial Science";
and Willey, " Principles and Practice of Life Insurance," revised
by Moir.
 
Tables III-VII are based upon Spitzer's " Tabellen fur Zinses-
Zinsen- und Rentenrechnung," and have been carefully compared
with Vintejoux's " Nouvelles tables d'interets composes et an-
nuites." Tables XI and XII have been taken, with the kind per-
mission of The Spectator Company, from the books of Dawson
and Willey.
  
In preparing the manuscript, I have had the benefit of the
valued criticism of my colleagues, Professors E. B. Van Vieck
and L. W. Bowling, and of Mr. L. A. Anderson, Actuary for the
Wisconsin Insurance Department. Professor Arnold Dresden,
Dr. Florence Alien, Dr. G. R. Clements, and Mr. T. M. Simpson,
who have tried out a large part of the material in the class-
room, have made many helpful suggestions in the selection of
material and examples, and have rendered valuable assistance in
verifying worked-out examples and in correcting proofs. I am
also under obligations to Professor D. F. Campbell, of Armour
Institute, for placing at my disposal notes and other material
relating to the elements of the theory of life insurance.

ERNEST B. SKINNER -

THE UNIVERSITY OF WISCONSIN
         
July, 1913