Statistical Methods with Applications to Demography and Life Insurance

ISBN: 9781466505735 出版年：2013 页码：240 Khmaladze, Estate V CRC Press

Duration of Life as a Random Variable A note on Stieltjes integral Models of Distribution Functions F(x) and Force of Mortality mu(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 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 w2 statistics 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