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Modelling mortality with actuarial applications

By: Contributor(s): Material type: TextTextSeries: International series on Actuarial SciencePublication details: New York Cambridge University Press 2018Description: xv, 369p. With indexISBN:
  • 9781107045415
Subject(s): DDC classification:
  • 368.01 M2M6
Summary: 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. https://www.cambridge.org/core/books/modelling-mortality-with-actuarial-applications/9DE5EE615D4E658F28BC557561F5D9CF#fndtn-information
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Item type Current library Item location Collection Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 26-A / Slot 1201 (0 Floor, East Wing) Non-fiction General Stacks 368.01 M2M6 (Browse shelf(Opens below)) Available 198922

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.

https://www.cambridge.org/core/books/modelling-mortality-with-actuarial-applications/9DE5EE615D4E658F28BC557561F5D9CF#fndtn-information

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