Survival Models STAT3032  - Details

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Later Year Course


Offered By: School of Finance and Applied Statistics
Academic Career: Undergraduate
Course Subject: Statistics
Offered in: Second Semester, 2010
Unit Value: 6 units
Course Description:

This course introduces survival models and discusses their estimation and their application to mortality. Topics covered will include: an introduction to the life table; survival models; estimation procedures for lifetime distributions; statistical models of transfers between multiple states; maximum likelihood estimation of transition intensities for such models; binomial model of mortality including estimation and comparison with multiple state models; exposed to risk and methods for smoothing crude mortality rate data.

Learning Outcomes:

On completion of the course students should understand and be able to apply the techniques outlined in the course description.

 

Indicative Assessment:

Assessment for this course will comprise:

  • Mid Semester Exam 20%
  • Final Examination 80%
Workload:

10 hours per week

Areas of Interest: Actuarial Studies and Statistics
Requisite Statement:

STAT2001 Introductory Mathematical Statistics and STAT2008 Regression Modelling

 

Prescribed Texts: See Course Website:  http://ecocomm.anu.edu.au/courses/course.asp?code=STAT3032
Preliminary Reading:

See Course Website:  http://ecocomm.anu.edu.au/courses/course.asp?code=STAT3032

 

Indicative Reading List: See Course Website:  http://ecocomm.anu.edu.au/courses/course.asp?code=STAT3032
Other Information:

For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=STAT3032

Academic Contact: See http://ecocomm.anu.edu.au/courses/course.asp?code=STAT3032