- Code STAT3032
- Unit Value 6 units
- Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
- ANU College ANU College of Business and Economics
- Course subject Statistics
- Areas of interest Actuarial Studies, Statistics
- Academic career UGRD
- Dr Yanlin Shi
- Mode of delivery In Person
First Semester 2015
See Future Offerings
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.
Upon successful completion, students will have the knowledge and skills to:
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.
See the course outline on the College courses page. Outlines are uploaded as they become available.
- Mid Semester Exam 20%
- Final Examination 80%
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10 hours per week
Requisite and Incompatibility
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- Unit value:
- 6 units
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Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.
|Class number||Class start date||Last day to enrol||Census date||Class end date||Mode Of Delivery||Class Summary|
|2908||16 Feb 2015||06 Mar 2015||31 Mar 2015||29 May 2015||In Person||N/A|