Actuarial Statistics
Syllabus
Measurements of mortality, Form of
age specific mortality, mortality comparisons and methods of standardization,
life tables and
multiple risks. Selection of life tables (Control x2, individual
standard deviations, individual absolute standard deviations, cumulative
deviations, sign, change sign, steven’s test). Exposed to
risk population (Full-accurate method, the inventory method based on lx) . Empirical data smoothing techniques (graphical methods,
Parametric models, Moving averages - Smoothing with reference to a typical syrvival table) . Technical spread
table survival (Method Lagrange, Parametric model)
Bibliography
1. Zimbidis A.(2009), “Actuarial Statistics”
2. Benjamin
B. & Pollard J.H.(1986) «The
analysis of mortality and other actuarial statistics»
3. Wunsch G. , Mouchart
M. and Duchêne J. (eds) (2002)
“The life table. Modelling Survival and Death” Kluwer
Academic Publishers