Modelling Mortality with Actuarial Applications (English, Angus S. MacDonald | Stephen J. Richards | Iain D. Currie)
by Angus S. MacDonald | Stephen J. Richards | Iain D. Currie
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About the Book
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. Extens…
ISBN: 9781107045415
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