Loss Models II - Survival Models

Catalog description

Cat. I Survival models are statistical models of times to occurrence of some event. They are widely used in areas such as the life sciences and actuarial science (where they model such events as time to death, or to the development or recurrence of a disease), and engineering (where they model the reliability or useful life of products or processes). This course introduces the nature and properties of survival models, and considers techniques for estimation and testing of such models using realistic data. Topics covered will be chosen from: parametric and nonparametric survival models, censoring and truncation, nonparametric estimation (including confidence intervals and hypothesis testing) using right-, left-, and otherwise censored or truncated data. Recommended background: An introduction to mathematical statistics (MA 3631 or equivalent).