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.

To achieve an understanding of and facility in:

• Explain the concept of survival models.
• Describe estimation procedures for lifetime distributions.
• Describe statistical models of transfer between multiple states, including processes with single or multiple decrements, and derive relationships between probabilities of transfer and transition intensities.
• Derive maximum likelihood estimators for the transition intensities in models of transfers between states with piecewise constant transition intensities.
• Describe how to estimate transition intensities depending on age, exactly or using the census approximation.
• Describe how to test crude estimates for consistency with a standard table or a set of graduated estimates, and describe the process of graduation.

• Mid Semester Exam 20%
• Final Examination 80%

10 hours per week

STAT2001 Introductory Mathematical Statistics and STAT2008 Regression Modelling

Please refer to Course Website