Statistical methods with applications to demography and life insurance /

Bibliographic Details
Main Author: Khmaladze, Estáte V.
Corporate Author: Taylor & Francis
Other Authors: Roberts, Leigh, Khmaladze, Mzia
Format: eBook
Language:English
Published: Boca Raton, Fla. : CRC Press, 2013.
Edition:Rev. and expanded version of the Russian ed. /
Subjects:
Online Access:Connect to the full text of this electronic book
Table of 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 F?n(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 F?n ; Non-parametric confidence bounds for expected remaining life
  • 16. Population dynamics.