| Offered By: |
School of Finance and Applied Statistics |
| Academic Career: |
Graduate Coursework |
| 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: 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. |
| Learning Outcomes: |
On completion of this 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 |
| Course Classification(s): |
|
| Areas of Interest: |
Actuarial Studies |
| Eligibility: |
At least an average of 65% (or equivalent) in the final two years of an Australian undergraduate degree with at least two years of university level statistical and mathematical study including calculus and linear algebra, as well as mathematical statistics and linear regression theory. |
| Prescribed Texts: |
See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7042 |
| Preliminary Reading: |
See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7042 |
| Indicative Reading List: |
See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7042 |
| Programs: |
Graduate Certificate in Actuarial Techniques, Master of Actuarial Statistics, and Master of Actuarial Studies |
| Other Information: |
For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7042 |
| Academic Contact: |
See http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7042 |
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