Statistical methods with applications to demography and life insurance
Khmaladze, Estate V.
creator
Roberts, Leigh.
Khmaladze, Mzia.
text
bibliography
flu
Boca Raton, Fla
CRC Press
2013
Rev. and expanded version of the Russian ed. /
monographic
eng
xiii, 228 p. : ill. ; [ca. 23-29] cm.
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.
Est�ate V. Khmaladze.
Includes bibliographical references and index.
Also available as an electronic resource.
Actuarial science
Demography
Mathematical models
HG8781 .K43 2013
9781466505735
2013004473
DLC
130225
20170124152728.0
CAH00K14582000
eng