• 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
• Academic career PGRD
• Course convener
• Dr Grace Chiu
• Mode of delivery In Person
• Co-taught Course
• Offered in First Semester 2016
Survival Models (STAT7042)

This course introduces survival models and discusses their rationale, 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.

## Learning Outcomes

Upon successful completion, students will have the knowledge and skills to:

Upon successful completion of the requirements for this course, students should have the
knowledge and skills to:

• Communicate the concept of survival models.
• Communicate estimation procedures for lifetime distributions.
• Implement 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 in depth how to estimate transition intensities depending on age, exactly or using the census approximation.
• Communicate how to test crude estimates for consistency with a standard table or a set of graduated estimates, and describe the process of graduation with piecewise constant transition intensities.
• Describe in depth how to estimate transition intensities depending on age, exactly or using the census approximation.
• Communicate how to test crude estimates for consistency with a standard table or a set of graduated estimates, and describe the process of graduation
with piecewise constant transition intensities.
• Describe in depth how to estimate transition intensities depending on age, exactly or using the census approximation.
• Communicate how to test crude estimates for consistency with a standard table or a set of graduated estimates, and describe the process of graduation
with piecewise constant transition intensities.
• Describe in depth how to estimate transition intensities depending on age, exactly or using the census approximation.
• Communicate how to test crude estimates for consistency with a standard table or a set of graduated estimates, and describe the process of graduation

## Other Information

See the course outline on the College courses page. Outlines are uploaded as they become available.

## Indicative Assessment

Assessment for this course will comprise:

• Mid Semester Exam 20%
• Final Examination 80%

The ANU uses Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. While the use of Turnitin is not mandatory, the ANU highly recommends Turnitin is used by both teaching staff and students. For additional information regarding Turnitin please visit the ANU Online website.

10 hours per week

## Requisite and Incompatibility

To enrol in this course you must have completed STAT6039 or be enrolled in the Master of Applied Statistics.

## Fees

Tuition fees are for the academic year indicated at the top of the page.

If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution Band:
2
Unit value:
6 units

If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees.  Where there is a unit range displayed for this course, not all unit options below may be available.

Units EFTSL
6.00 0.12500

## Course fees

Domestic fee paying students
Year Fee
2016 \$3480
International fee paying students
Year Fee
2016 \$4638
Note: Please note that fee information is for current year only.

## Offerings, Dates and Class Summary Links

The list of offerings for future years is indicative only.
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.

### First Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
3661 15 Feb 2016 26 Feb 2016 31 Mar 2016 27 May 2016 In Person N/A

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