Statistical Methods with Applications to Demography and Life Insurance: 1st Edition (e-Book) book cover

Statistical Methods with Applications to Demography and Life Insurance

1st Edition

By Estate V. Khmaladze

Chapman and Hall/CRC

242 pages

Purchasing Options:$ = USD
Hardback: 9781466505735
pub: 2013-03-25
$105.00
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pub: 2013-03-25
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Description

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 mate

Table of Contents

Duration of Life as a Random Variable. Models of Distribution Functions F(x) and Force of Mortality �(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.

Subject Categories

BISAC Subject Codes/Headings:
MAT029000
MATHEMATICS / Probability & Statistics / General
MAT029010
MATHEMATICS / Probability & Statistics / Bayesian Analysis