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Macquarie University

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Survival Models

  • ACST358
  • 3
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This unit develops probabilistic and statistical models for survival and death, health and sickness, loss and claims, and other insurance related problems. Students will estimate lifetime distributions and model parameters; assess risk factors; and evaluate the goodness of fit of the models. Survival analysis for censored and truncated data, Cox proportional hazards models with covariates, and Markov processes for multiple state models, will be considered. Students gaining a grade of credit or higher in both ACST358 and ACST359 are eligible for exemption from subject CT4 of the professional exams of the Institute of Actuaries of Australia. -- Course Website

Instructor: Actuarial staff

Prerequisites: ACST255(P) and STAT272(P) 



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