Presenting a unique interface between statistics and financial/actuarial topics, this second edition provides a solid background for students preparing fora career in actuarial science. It explores novel research areas and adds moreproblems, along with a new solutions section. This edition also includes a new chapter on Markov chain theory with applications to mortality and multiple decrement mortality table modeling, a presentation of model checking diagnostics that covers diagnostics for mortality tables, and an expanded discussion on option pricing with examples.
- ISBN: 978-1-4200-8580-8
- Editorial: Chapman & Hall/CRC Statistics and Mathem
- Encuadernacion: Cartoné
- Páginas: 400
- Fecha Publicación: 15/01/2010
- Nº Volúmenes: 1
- Idioma: Inglés