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
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 540715-1001 | HG8781 .K43 2013 | | CRC E-Books |