1st Edition
Statistical Methods with Applications to Demography and Life Insurance
Duration of Life as a Random Variable. Models of Distribution Functions F(x) and Force of Mortality μ(x). The Empirical Distribution Function of Duration of Life. Deviation of Fn(x) from F(x) as a Random Process. Limit of Empirical Process: Brownian Bridge. Distribution of x2 Goodness-of-Fit Statistic. Statistical Consequences of What We Have Learned So Far. Testing Parametric Hypotheses. Unexpected Example — Exponentiality of Durations of Rule of Roman Emperors. Estimation of the Rate of Mortality. Censored Observations. Related Point Processes. Kaplan-Meier Estimator (Product-Limit Estimator) for F. Statistical Inference about F, based on the Kaplan-Meier Estimator. Life Insurance and Net Premiums. More on Net Premiums. Endowments and Annuities. Annuities Certain. Some Problems of General Theory. Right-Tail Behavior of Fn. Non-Parametric Confidence Bounds for Expected Remaining Life. Population Dynamics. Bibliography. Index.
Biography
Khmaladze, Estáte V.
