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Survival Models - ACST818
This unit provides sophisticated statistical and probabilistic models for survival, sickness, insurance losses and other actuarial problems based on survival data. Techniques of survival analysis are used to estimate survival and loss distributions and evaluate risk factors in actuarial applications. Methods of both nonparametric and parametric estimation are utilised. Advanced models based on Markov chains and processes will also be introduced to capture the features of stochastic transitions between different survival or loss states and to estimate the transition rates.
| Credit Points: | 4 |
| When Offered: | D1 - Day; Offered in Session 1, North Ryde |
| Staff Contact(s): | Dr Xian Zhou |
| Prerequisites: | |
| Corequisites: | |
| NCCW(s): | ACST854 |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
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