Skip to Content

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:

S1 Day - Session 1, North Ryde, Day

Staff Contact(s): Actuarial staff

ACST603 or (admission to MActPrac post 2014) Prerequisite Information


ACST851 and (STAT806 or STAT810)

NCCW(s): ACST854, ACST884
Unit Designation(s):


Assessed As: Graded
Offered By:

Department of Actuarial Studies and Business Analytics

Faculty of Business and Economics

Course structures, including unit offerings, are subject to change.
Need help? Ask us.