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Modelling Mortality with Actuarial Applications
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Modelling Mortality with Actuarial Applications Hardcover - 2018

by Angus S. MacDonald; Stephen J. Richards; Iain D. Currie


From the publisher

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.

Details

  • Title Modelling Mortality with Actuarial Applications
  • Author Angus S. MacDonald; Stephen J. Richards; Iain D. Currie
  • Binding Hardcover
  • Pages 384
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Date 2018-05-03
  • ISBN 9781107045415 / 110704541X
  • Weight 1.66 lbs (0.75 kg)
  • Dimensions 9.16 x 6.47 x 1 in (23.27 x 16.43 x 2.54 cm)
  • Library of Congress subjects Insurance - Statistical methods, Actuarial science
  • Library of Congress Catalog Number 2017278303
  • Dewey Decimal Code 368.01
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Modelling Mortality with Actuarial Applications (International Series on Actuarial Science)
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Modelling Mortality with Actuarial Applications (International Series on Actuarial Science)

by Macdonald, Angus S.; Richards, Stephen J.; Currie, Iain D

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Modelling Mortality with Actuarial Applications (International Series on Actuarial Science)

Modelling Mortality with Actuarial Applications (International Series on Actuarial Science)

by Macdonald, Angus S.; Richards, Stephen J. and Currie, Iain D

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MODELLING MORTALITY WITH ACTUARIAL APPLICATIONS
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MODELLING MORTALITY WITH ACTUARIAL APPLICATIONS

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Modelling Mortality with Actuarial Applications

Modelling Mortality with Actuarial Applications

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Hardback. New. Actuaries modelling mortality have, until now, mostly used methods based on aggregate data. This book explains to practitioners how to build and test models based on the individual person, with plenty of example R code. Students will also find it helpful in preparation for their professional examinations.
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Modelling Mortality With Actuarial Applications
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Modelling Mortality With Actuarial Applications

by Macdonald, Angus S./ Richards, Stephen J./ Currie, Iain D.

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Modelling Mortality With Actuarial Applications
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Modelling Mortality With Actuarial Applications

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Modelling Mortality with Actuarial Applications (International Series on Actuarial Science)
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Modelling Mortality with Actuarial Applications (International Series on Actuarial Science)

by Angus S. Macdonald and Stephen J. Richards

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Modelling Mortality with Actuarial Applications
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Modelling Mortality with Actuarial Applications
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Modelling Mortality with Actuarial Applications

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Modelling Mortality with Actuarial Applications

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