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Statistical Methods with Applications to Demography and Life Insurance
book

Statistical Methods with Applications to Demography and Life Insurance

by Estate V. Khmaladze
March 2013
Intermediate to advanced content levelIntermediate to advanced
242 pages
5h 47m
English
Chapman and Hall/CRC
Content preview from Statistical Methods with Applications to Demography and Life Insurance
Lecture 8
Estimation of the rate of
mortality
The data we have to work with is not always obtained by direct obser-
vation of cohorts. In the next lecture we will discuss somewhat “im-
perfect” data, that have a more complicated structure. However, in this
lecture we will continue to consider a cohort, i.e. continue to consider
T
1
,... ,T
n
as independent and identically distributed random variables.
As always, denote by F the common distribution function of each T
i
.
Suppose F has density f , and let µ be the rate of mortality (see (1.13)),
µ(x) =
f (x)
1 F(x)
.
If F is unknown, then µ is also unknown. Let us examine how we can
estimate the rate of mortality ...
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Publisher Resources

ISBN: 9781466505742