F71AE - Survival Models

Course leader(s):

Aims

To understand the use of mathematical modelsof mortality, illness and other life hiustory events in the study of processes of actuarial interest

To be able to estimate the parameters in these models, mainly by maximum likelihood

To apply methods of smoothing observed rates of mortality and to test the goodness-of-fit of the models.

Syllabus

Learning outcomes

By the end of the course, students should be able to do the following:

Further details

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SCQF Level: 11

Credits: 15