Financial And Actuarial Statistics

Financial And Actuarial Statistics

by Dale S. Borowiak, Arnold F. Shapiro
     
 

Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and technique

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Overview

Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and technique required by the modern financial investigator, Financial and Actuarial Statistics offers an analysis of American options models, mortality adjustment factors for increased risk individuals, time trend regression adjustments for mortality tables, and simulation approaches for stochastic models.

Product Details

ISBN-13:
9780824742706
Publisher:
Taylor & Francis
Publication date:
04/01/2003
Series:
Statistics: A Series of Textbooks and Monographs Series
Pages:
352
Product dimensions:
6.14(w) x 9.21(h) x 0.81(d)

Table of Contents

Preface
1Statistical Concepts1
2Financial Computational Models71
3Deterministic Status Models102
4Future Lifetime Random Variable133
5Future Lifetime Models and Tables172
6Stochastic Status Models206
7Scenario and Simulation Testing272
8Further Statistical Considerations300
AppStandard Normal Tables315
References319
Index325

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