Financial and actuarial statistics : an introduction
Author(s)
Bibliographic Information
Financial and actuarial statistics : an introduction
（Statistics : textbooks and monographs, v. 167）
M. Dekker, c2003
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Financial and actuarial statistics
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Note
Bibliography: p. 319-324
Includes index
Description and Table of Contents
Description
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.
Table of Contents
Statistical ConceptsFinancial Computational ModelsDeterministic Status ModelsFuture Lifetime Random VariableFuture Lifetime Models and TablesStochastic Status ModelsScenario and Simulation TestingFurther Statistical ConsiderationsAppendix: Standard Normal TablesReferencesIndex
by "Nielsen BookData"