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

Title
Statistical methods with applications to demography and life insurance

Author
Khmaladze, Estate V.

ISBN
9781466505742

Edition
Rev. and expanded version of the Russian ed. / editor of the English translation: Dr. Leigh Roberts, translator: Dr. Mzia Khmaladze.

Publication Information
Boca Raton, Fla. : CRC Press, 2013.

Physical Description
xiii, 228 p. : ill.

Contents
1. Duration of life as a random variable -- 2. Models of distribution functions F(x) and force of mortality u(x) -- 3. The empirical distribution function of duration of life -- 4. Deviation of F?n(x) from F(x) as a random process -- 5. Limit of empirical process : Brownian bridge ; Distribution of x2 goodness of fit statistic -- 6. Statistical consequences of what we have learned so far ; two-sample problems -- 7. Testing parametric hypotheses. Unexpected example - exponentiality of durations of rule of Roman emperors -- 8. Estimation of the rate of mortality -- 9. Censored observations ; Related point processes -- 10. Kaplan-Meier estimator (product-limit estimator) for F -- 11. Statistical inference about F, based on the Kaplan-Meier estimator -- 12. Life insurance and net premiums -- 13. More on net premiums. Endowments and annuities -- 14. Annuities certain ; Some problems of general theory -- 15. Right-tail behavior of F?n ; Non-parametric confidence bounds for expected remaining life -- 16. Population dynamics.

Subject Term
Actuarial science.
 
Demography -- Mathematical models.

Added Author
Roberts, Leigh.
 
Khmaladze, Mzia.

Electronic Access
Distributed by publisher. Purchase or institutional license may be required for access.


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book288164-1001ONLINEElektronik Kütüphane