Estáte V. Khmaladze

Statistical Methods with Applications to Demography and Life Insurance

• Broschiertes Buch

Produktbeschreibung

Suitable for statisticians, mathematicians, actuaries, and students interested in the problems of insurance and analysis of lifetimes, this book presents contemporary statistical techniques for analyzing life distributions and life insurance problems. It mainly focuses on the analysis of an individual life and describes statistical methods based on empirical and related processes. The text not only contains traditional material but also incorporates new problems and techniques not discussed in existing actuarial literature. Coverage ranges from analyzing the tails of distributions of lifetimes to modeling population dynamics with migrations.

Produktdetails

• Verlag: Chapman and Hall/CRC
• Seitenzahl: 244
• Erscheinungstermin: 19. September 2019
• Englisch
• Abmessung: 234mm x 156mm x 13mm
• Gewicht: 377g
• ISBN-13: 9780367380236
• ISBN-10: 0367380234
• Artikelnr.: 57814944

Autorenporträt

Khmaladze, Estáte V.

Inhaltsangabe

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.