Statistical methods with applications to demography and life insurance / Estate V. Khmaladze.

Format:

Book

Author/Creator:

Khmaladze, Estáte V.

Language:

English

Subjects (All):

Actuarial science.

Demography--Mathematical models.

Demography.

Physical Description:

1 online resource (240 p.)

Edition:

1st edition

Place of Publication:

Boca Raton, Fla. : CRC Press, 2013.

Language Note:

English

System Details:

text file

Summary:

Suitable for statisticians, mathematicians, actuaries, and students interested in the problems of insurance and analysis of lifetimes, Statistical Methods with Applications to Demography and Life Insurance presents contemporary statistical techniques for analyzing life distributions and life insurance problems. It not only contains traditional material but also incorporates new problems and techniques not discussed in existing actuarial literature. The book mainly focuses on the analysis of an individual life and describes statistical methods based on empirical and related processes. Coverage

Contents:

Front Cover; Contents; Preface; List of Figures; List of Tables; Lecture 1: Duration of life as a random variable; Lecture 2: Models of distribution functions F(x) and force of mortality μ(x); Lecture 3: The empirical distribution function of duration of life; Lecture 4: Deviation of Fn(x) from F(x) as a random process; Lecture 5: Limit of empirical process: Brownian bridge. Distribution of X2 goodness of fit statistic; Lecture 6: Statistical consequences of what we have learned so far. Two-sample problems

Lecture 7: Testing parametric hypotheses. Unexpected example - exponentiality of durations of rule of Roman emperorsLecture 8: Estimation of the rate of mortality; Lecture 9: Censored observations. Related point processes; Lecture 10: Kaplan-Meier estimator (product-limit estimator) for F; Lecture 11: Statistical inference about F, based on the Kaplan-Meier estimator; Lecture 12: Life insurance and net premiums; Lecture 13: More on net premiums. Endowments and annuities; Lecture 14: Annuities certain. Some problems of general theory

Lecture 15: Right-tail behavior of Fn. Non-parametric confidence bounds for expected remaining lifeLecture 16: Population dynamics; Bibliography

Notes:

"A Chapman & Hall book."

Includes bibliographical references.

ISBN:

1-04-005792-6

0-429-09648-8

1-4665-0574-5

9780429096488

OCLC:

839305464