Modelling mortality with actuarial applications:
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...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2018
|
| Schriftenreihe: | International series on actuarial science
|
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBA01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 27 Apr 2018) |
| Beschreibung: | 1 Online-Ressource (xv, 369 Seiten) |
| ISBN: | 9781107051386 |
| DOI: | 10.1017/9781107051386 |
Internformat
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| 520 | |a 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 | ||
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Datensatz im Suchindex
| _version_ | 1804178709557542912 |
|---|---|
| any_adam_object | |
| author | Macdonald, Angus Richards, Stephen J. Currie, Iain G. |
| author_GND | (DE-588)141162791 |
| author_facet | Macdonald, Angus Richards, Stephen J. Currie, Iain G. |
| author_role | aut aut aut |
| author_sort | Macdonald, Angus |
| author_variant | a m am s j r sj sjr i g c ig igc |
| building | Verbundindex |
| bvnumber | BV045088303 |
| classification_rvk | QH 252 QQ 600 QU 300 SK 980 |
| collection | ZDB-20-CBO |
| ctrlnum | (ZDB-20-CBO)CR9781107051386 (OCoLC)1037876069 (DE-599)BVBBV045088303 |
| dewey-full | 368/.01 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 368 - Insurance |
| dewey-raw | 368/.01 |
| dewey-search | 368/.01 |
| dewey-sort | 3368 11 |
| dewey-tens | 360 - Social problems and services; associations |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/9781107051386 |
| format | Electronic eBook |
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| id | DE-604.BV045088303 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:08:17Z |
| institution | BVB |
| isbn | 9781107051386 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030479143 |
| oclc_num | 1037876069 |
| open_access_boolean | |
| owner | DE-12 DE-92 DE-384 |
| owner_facet | DE-12 DE-92 DE-384 |
| physical | 1 Online-Ressource (xv, 369 Seiten) |
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| publishDate | 2018 |
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| publisher | Cambridge University Press |
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| series2 | International series on actuarial science |
| spelling | Macdonald, Angus Verfasser (DE-588)141162791 aut Modelling mortality with actuarial applications Angus S. Macdonald, Stephen J. Richards, Iain D. Currie Cambridge Cambridge University Press 2018 1 Online-Ressource (xv, 369 Seiten) txt rdacontent c rdamedia cr rdacarrier International series on actuarial science Title from publisher's bibliographic system (viewed on 27 Apr 2018) 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 Actuarial science Insurance / Mathematical models Forecasting / Mathematical models Statistik (DE-588)4056995-0 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Sterblichkeit (DE-588)4057312-6 gnd rswk-swf Pensionskasse (DE-588)4045107-0 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 s Pensionskasse (DE-588)4045107-0 s Sterblichkeit (DE-588)4057312-6 s Statistik (DE-588)4056995-0 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Richards, Stephen J. Verfasser aut Currie, Iain G. Verfasser aut Erscheint auch als Druck-Ausgabe 9781107045415 https://doi.org/10.1017/9781107051386 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Macdonald, Angus Richards, Stephen J. Currie, Iain G. Modelling mortality with actuarial applications Actuarial science Insurance / Mathematical models Forecasting / Mathematical models Statistik (DE-588)4056995-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd Versicherungsmathematik (DE-588)4063194-1 gnd Sterblichkeit (DE-588)4057312-6 gnd Pensionskasse (DE-588)4045107-0 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4114528-8 (DE-588)4063194-1 (DE-588)4057312-6 (DE-588)4045107-0 |
| title | Modelling mortality with actuarial applications |
| title_auth | Modelling mortality with actuarial applications |
| title_exact_search | Modelling mortality with actuarial applications |
| title_full | Modelling mortality with actuarial applications Angus S. Macdonald, Stephen J. Richards, Iain D. Currie |
| title_fullStr | Modelling mortality with actuarial applications Angus S. Macdonald, Stephen J. Richards, Iain D. Currie |
| title_full_unstemmed | Modelling mortality with actuarial applications Angus S. Macdonald, Stephen J. Richards, Iain D. Currie |
| title_short | Modelling mortality with actuarial applications |
| title_sort | modelling mortality with actuarial applications |
| topic | Actuarial science Insurance / Mathematical models Forecasting / Mathematical models Statistik (DE-588)4056995-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd Versicherungsmathematik (DE-588)4063194-1 gnd Sterblichkeit (DE-588)4057312-6 gnd Pensionskasse (DE-588)4045107-0 gnd |
| topic_facet | Actuarial science Insurance / Mathematical models Forecasting / Mathematical models Statistik Mathematisches Modell Versicherungsmathematik Sterblichkeit Pensionskasse |
| url | https://doi.org/10.1017/9781107051386 |
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