| 000 | 02335nam a22003858i 4500 | ||
|---|---|---|---|
| 001 | CR9781107051386 | ||
| 003 | UkCbUP | ||
| 005 | 20200124160338.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 130326s2018||||enk o ||1 0|eng|d | ||
| 020 | _a9781107051386 (ebook) | ||
| 020 | _z9781107045415 (hardback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP |
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| 050 | 4 |
_aHG8781 _b.M33 2018 |
|
| 082 | 0 | 4 |
_a368/.01 _223 |
| 100 | 1 |
_aMacdonald, Angus S., _eauthor. |
|
| 245 | 1 | 0 |
_aModelling mortality with actuarial applications / _cAngus S. Macdonald, Stephen J. Richards, Iain D. Currie. |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2018. |
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| 300 |
_a1 online resource (xv, 369 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 1 | _aInternational series on actuarial science | |
| 500 | _aTitle from publisher's bibliographic system (viewed on 27 Apr 2018). | ||
| 520 | _aActuaries 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. | ||
| 650 | 0 | _aActuarial science. | |
| 650 | 0 |
_aInsurance _xMathematical models. |
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| 650 | 0 |
_aForecasting _xMathematical models. |
|
| 700 | 1 |
_aRichards, Stephen J., _eauthor. |
|
| 700 | 1 |
_aCurrie, Iain D., _eauthor. |
|
| 776 | 0 | 8 |
_iPrint version: _z9781107045415 |
| 830 | 0 | _aInternational series on actuarial science. | |
| 856 | 4 | 0 | _uhttps://doi.org/10.1017/9781107051386 |
| 999 |
_c523258 _d523256 |
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