ACTU 407: Survival Analysis and Modelling


To provide understanding of survival analyses and how to model concepts in practice in order to fix a trail for information. Topics that students will be exposed to include: Survival models, estimation of survival function and hazard function, estimation and fitting of survival model, parametric survival model, determining the optional parameters. Models for loss severity: parametric models, models for loss frequency, mixed Poisson models, compound Poisson models. Aggregate claims models, Classical ruin theory.