✦ LIBER ✦
092007 (M10) The modelling of recent mortality trends in United Kingdom male assured lives : Renshaw A.E., Haberman S., Hatzopoulos P., British Actuarial Journal, Nr. 2, 1996 pp.449–477
- Book ID
- 104299674
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 89 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
✦ Synopsis
Counting processes and their compensators are introduced at a heuristic level. The martingale property of stochastic integrals with respect to a compensated counting process leads to moment estimates and asymptotic normal distributions for statistics arising in multiple state, non-parametric and semi-parametric models. The place of survival models in actuarial eduction is discussed.