Statistical methods with applications to demography and life insurance
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 insuran...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, Fla. :
CRC Press
2013.
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| Edición: | 1st edition |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628544106719 |
Tabla de Contenidos:
- 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
