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

Title
Statistical methods with applications to demography and life insurance

Author
Khmaladze, Estate V., author.

ISBN
9780429096488

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

Physical Description
1 online resource (xiii, 228 pages)

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 Fn(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 Fn ; 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
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LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book540715-1001HG8781 .K43 2013CRC E-Books