Book contents
- Frontmatter
- Contents
- Preface
- Part One 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 Two Regression And Projection Models
- Part Three Multiple-State 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
6 - Model Comparison and Tests of Fit
from Part One - Analysing Portfolio Mortality
Published online by Cambridge University Press: 28 April 2018
Book contents
- Frontmatter
- Contents
- Preface
- Part One 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 Two Regression And Projection Models
- Part Three Multiple-State 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
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- Modelling Mortality with Actuarial Applications , pp. 94 - 111Publisher: Cambridge University PressPrint publication year: 2018