Statistical methods with applications to demography and life insurance [electronic resource] / Est�ate V. Khmaladze.

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Khmaladze, Estate V

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TextPublication details: Boca Raton, Fla. : CRC Press, 2013.Edition: Rev. and expanded version of the Russian ed. / editor of the English translation: Dr. Leigh Roberts, translator: Dr. Mzia KhmaladzeDescription: xiii, 228 p. : illISBN:

9781466505742 (ebook : PDF)

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Electronic books.

Additional physical formats: No titleOnline resources:

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Also available in print edition.

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.

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