302401 (v.2) Survival Analysis 301
| Area: | Department of Mathematics and Statistics |
| Credits: | 25.0 |
| Contact Hours: | 5.0 |
| Lecture: | 3 x 1 Hours Weekly |
| Tutorial: | 1 x 2 Hours Weekly |
| Prerequisite(s): | 302315 (v.2) Mathematical Statistics 202 or any previous version
AND
302397 (v.2) Actuarial Mathematics 202 or any previous version
|
| Syllabus: | Survival models, life time distributions, statistical models of transfer between multiple states, binomial model of mortality, maximum likelihood estimation of transition intensities, age specific transition intensities, statistical tests standard life tables, graduation of crude estimates, simple assurance and annuity, net premiums and net premium policy values. |
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| Unit Outcomes: | On completion of the course, the student will be able to explain the basic concept of survival models. Describe - estimation procedures for lifetime distributions, statistical models of transfers 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 stats with piecewise constant transition intensities. Describe - the binomial model of mortality, derive a maximum likelihood estimator for the probability of death and compare the binomial model with the multiple-state models and how to estimate transition intensities depending on age, exactly or using the census approximation |
| Text and references listed above are for your information only and current as of September 30, 2003. Please check with the unit coordinator for up-to-date information. |
| Unit References: | Klein, J.P. and Moeschberger, M.L. (1997). Survival Analysis: Techniques for Censored and Truncated Data, New York, Springer. Neill, A. (1997). Life Contingencies. Heinemann Hosmer, David W. (1999). Applied Survival Analysis: Regression Modelling of Time to Event Data, New York, Wiley. Haberman, S. and Pitacco (1999). Actuarial Models for Disability Insurance. Chapman and Hall. Harubini, E., Valsecchi, M.G. and Emmerson, M. (1995). Analysing Survival Data from Clinical Trails and Observational Studies. John Wiley. Marubini, S. and Pollard, J.H. (1993). The Analysis of Mortality and Other Actuarial Statistics. 3rd edition. Institute of Actuaries and Faculty of Actuaries. Elandt-Johnoson, R.C. and Johnson, N.L. (1980). Survival Models and Data Analysis, John Wiley. Cox, P.R. (1970). Demography. Cambridge University Press. |
| Unit Texts: | Scott W F (1999), Life Assurance Mathematics, University of Aberdeen (referred to in other readings column of timetable as [RR1]). Scott W F (2000), Mortality Studies, University of Aberdeen (referred to in other readings column of timetable as [RR2]). |
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| Unit Assessment Breakdown: | Examination 70%. Assignments 30%. This is by grade/mark assessment. |
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 1 | Y | | | |
Current as of: February 2, 2004
CRICOS provider code 00301J
