STAT7042 Survival Models
| Offered By | School of Finance, Actuarial Studies & Appl Stats |
|---|---|
| Academic Career | Graduate Coursework |
| Course Subject | Statistics |
| Offered in | Second Semester, 2011 and Second Semester, 2012 |
| 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:
|
| 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
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| Indicative Reading List | See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7042 |
| Programs | Graduate Certificate in Actuarial Techniques, Graduate Certificate in Actuarial Techniques, Master of Actuarial Statistics, Master of Actuarial Studies, 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 2011 website applies to the 2011 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2010 website.
