Modelling Mortality with Actuarial Applications

Preface
Part I. Analysing Portfolio Mortality:
1. Introduction
2. Data preparation
3. The basic mathematical model
4. Statistical inference with mortality data
5. Fitting a parametric survival model
6. Model comparison and tests of fit
7. Modelling features of the portfolio
8. Non-parametric methods
9. Regulation
Part II. Regression and Projection Models:
10. Methods of graduation I – regression models
11. Methods of graduation II – smooth models
12. Methods of graduation III – 2-dimensional models
13. Methods of graduation IV – forecasting
Part III. Multiple-State Models:
14. Markov multiple-state models
15. Inference in the Markov model
16. Competing risks models
17. Counting-process models
Appendix A. R commands
Appendix B. Basic likelihood theory
Appendix C. Conversion to published tables
Appendix D. Numerical integration
Appendix E. Mean and variance-covariance of a vector
Appendix F. Differentiation with respect to a vector
Appendix G. Kronecker product of two matrices
Appendix H. R functions and programs
References
Author index
Index.