Modelling Mortality with Actuarial Applications | Agenda Bookshop Skip to content
Please note that books with a 10-20 working days delivery time may not arrive before Christmas.
Please note that books with a 10-20 working days delivery time may not arrive before Christmas.
A01=Angus S. Macdonald
A01=Iain D. Currie
A01=Stephen J. Richards
Age Group_Uncategorized
Age Group_Uncategorized
Author_Angus S. Macdonald
Author_Iain D. Currie
Author_Stephen J. Richards
automatic-update
Category1=Non-Fiction
Category=GPQD
Category=KCHS
Category=KFFN
Category=PBU
COP=United Kingdom
Delivery_Delivery within 10-20 working days
Language_English
PA=In stock
Price_€50 to €100
PS=Active
softlaunch

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 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. See more
Current price €69.29
Original price €76.99
Save 10%
A01=Angus S. MacdonaldA01=Iain D. CurrieA01=Stephen J. RichardsAge Group_UncategorizedAuthor_Angus S. MacdonaldAuthor_Iain D. CurrieAuthor_Stephen J. Richardsautomatic-updateCategory1=Non-FictionCategory=GPQDCategory=KCHSCategory=KFFNCategory=PBUCOP=United KingdomDelivery_Delivery within 10-20 working daysLanguage_EnglishPA=In stockPrice_€50 to €100PS=Activesoftlaunch
Delivery/Collection within 10-20 working days
Product Details
  • Weight: 740g
  • Dimensions: 158 x 235mm
  • Publication Date: 03 May 2018
  • Publisher: Cambridge University Press
  • Publication City/Country: United Kingdom
  • Language: English
  • ISBN13: 9781107045415

About Angus S. MacdonaldIain D. CurrieStephen J. Richards

Angus S. Macdonald is Professor of Actuarial Mathematics at Heriot-Watt University Edinburgh. He is an actuary with much experience of modeling mortality and other life histories particularly in connection with genetics and as a member of Continuous Mortality Investigation committees. Stephen J. Richards is an actuary and principal of Longevitas Ltd. Edinburgh a software and consultancy firm that uses many of the models described in this book with life insurance and pension scheme clients worldwide. Iain D. Currie is an Honorary Research Fellow at Heriot-Watt University Edinburgh. As a statistician he was chiefly responsible for the development of the spline models described in this book and their application to actuarial problems.

Customer Reviews

Be the first to write a review
0%
(0)
0%
(0)
0%
(0)
0%
(0)
0%
(0)
We use cookies to ensure that we give you the best experience on our website. If you continue we'll assume that you are understand this. Learn more
Accept