Statistical Methods with Applications to Demography and Life Insurance
Statistical Methods with Applications to Demography and Life Insurance
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Author(s): Khmaladze, Estáte
Khmaladze, Estáte V.
ISBN No.: 9781466505735
Pages: 244
Year: 201303
Format: Trade Cloth (Hard Cover)
Price: $ 158.70
Dispatch delay: Dispatched between 7 to 15 days
Status: Available

Duration of Life as a Random Variable A note on Stieltjes integral Models of Distribution Functions F(x) and Force of Mortality μ(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 x 2Goodness-of-Fit Statistic Statistical Consequences of What We Have Learned So Far Two-sample problems Testing Parametric Hypotheses. Unexpected Example -- Exponentiality of Durations of Rule of Roman Emperors Durations of rule of Roman emperors Testing exponentiality Chronology of reign of Roman emperors from Kienast (1990) Distributions of Kolmogorov -- Smirnov and w 2statistics from a standard Brownian motion Estimation of the Rate of Mortality Censored Observations. Related Point Processes Kaplan-Meier Estimator (Product-Limit Estimator) for F A note on Wiener stochastic integral Statistical Inference about F , based on the Kaplan-Meier Estimator Testing a simple hypothesis. Testing a parametric hypothesis Two-sample problem for censored observations Why (11.9) is correct? -- Ito integral Life Insurance and Net Premiums Remark on mixtures of distributions 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 Asymptotic form of the excess life distribution Recurrence formulae for calculation of non-crossing probabilities Population Dynamics Age structure of a population Bibliography Index ;lt;P>Testing Parametric Hypotheses. Unexpected Example -- Exponentiality of Durations of Rule of Roman Emperors Durations of rule of Roman emperors Testing exponentiality Chronology of reign of Roman emperors from Kienast (1990) Distributions of Kolmogorov -- Smirnov and w 2statistics from a standard Brownian motion Estimation of the Rate of Mortality Censored Observations. Related Point Processes Kaplan-Meier Estimator (Product-Limit Estimator) for F A note on Wiener stochastic integral Statistical Inference about F , based on the Kaplan-Meier Estimator Testing a simple hypothesis. Testing a parametric hypothesis Two-sample problem for censored observations Why (11.9) is correct? -- Ito integral Life Insurance and Net Premiums Remark on mixtures of distributions 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 Asymptotic form of the excess life distribution Recurrence formulae for calculation of non-crossing probabilities Population Dynamics Age structure of a population Bibliography Index lt;/STRONG>Testing a simple hypothesis.


Testing a parametric hypothesis Two-sample problem for censored observations Why (11.9) is correct? -- Ito integral Life Insurance and Net Premiums Remark on mixtures of distributions 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 Asymptotic form of the excess life distribution Recurrence formulae for calculation of non-crossing probabilities Population Dynamics Age structure of a population Bibliography Index on Dynamics Age structure of a population Bibliography Index.


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