Statistical methods with applications to demography and life insurance

 Content: 1. Duration of life as a random variable --
 2. Models of distribution functions F(x) and force of mortality u(x) --
 3. The empirical distribution function of duration of life --
 4. Deviation of F?n(x) from F(x) as a random process --
 5. Limit of empirical process: Brownian bridge ; Distribution of x2 goodness of fit statistic --
 6. Statistical consequences of what we have learned so far ; two-sample problems --
 7. Testing parametric hypotheses. Unexpected example --
 exponentiality of durations of rule of Roman emperors --
 8. Estimation of the rate of mortality --
 9. Censored observations ; Related point processes --
 10. Kaplan-Meier estimator (product-limit estimator) for F --
 11. Statistical inference about F, based on the Kaplan-Meier estimator --
 12. Life insurance and net premiums --
 13. More on net premiums. Endowments and annuities --
 14. Annuities certain ; Some problems of general theory --
 15. Right-tail behavior of F?n ; Non-parametric confidence bounds for expected remaining life --
 16. Population dynamics.