Rsch Sch of Finance, Actuarial Studies & App Stats · ANU College of Business and Economics
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.
Typical assessment may include, but is not restricted to: exams, assignments, quizzes, presentations and other assessment as appropriate.
Learning outcomes 1, 2, 3, 4, 5, 6
Students are expected to commit 130 hours of work in completing this course. This includes time spent in scheduled classes and self-directed study time.
Information about the prescribed textbook will be available via the Class Summary.