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STAT7042 Survival Models

Offered By School of Finance and Applied Statistics
Academic Career Graduate Coursework
Course Subject Statistics
Offered in Second Semester, 2009 and 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) AdvancedAdvanced courses are designed for students having reached 'first degree' level of assumed knowledge, which provide a deep understanding of contemporary issues; or 'second degree' and higher levels of knowledge; or for transition to research training programs.
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

The information published on the Study at ANU 2009 website applies to the 2009 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2008 website.

Updated:   13 Nov 2015 / Responsible Officer:   The Registrar / Page Contact:   Student Business Solutions