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Cambridge University Press Modelling Mortality with Actuarial Applications (International Series on Actuarial Science)

Name: Modelling Mortality with Actuarial Applications (International Series on Actuarial Science)
Brand: Cambridge University Press
Price: 26.4 GBP
Availability: InStock

Econometrics

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Description

Actuaries have access to a wealth of individual data in pension and insurance portfolios, but rarely use its full potential. This book will pave the way, from methods using aggregate counts to modern developments in survival analysis. Based on the fundamental concept of the hazard rate, Part I shows how and why to build statistical models, based on data at the level of the individual persons in a pension scheme or life insurance portfolio. Extensive use is made of the R statistics package. Smooth models, including regression and spline models in one and two dimensions, are covered in depth in Part II. Finally, Part III uses multiple-state models to extend survival models beyond the simple life/death setting, and includes a brief introduction to the modern counting process approach. Practising actuaries will find this book indispensable, and students will find it helpful when preparing for their professional examinations.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 110704541X
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 03 May 2018
Listed Since: 14 October 2017

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Cambridge University Press Modelling Mortality with Actuarial Applications (International Series on Actuarial Science)

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