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Nov 22, 2024
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2008-2009 Academic Catalog [Archived Catalog]
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ACSC 406 - STATISTICAL MODELING II
Credits: Three
Prerequisite: ACSC 405
This course covers the materials on the professional actuarial exam
C. Topic includes Construction of Empirical Models, Estimate
failure time and loss distributions using Kaplan-Meier estimator,
including approximations for large data sets, Nelson- Aalen
estimator. Kernel density estimators, Estimate the variance of
estimators and confidence intervals for failure time and loss
distributions, Estimate failure time and loss distributions with
the Cox proportional hazards model and other basic models with
covariates. The course will also cover the topics, Unbiasedness,
Consistency, Mean squared error, Estimate the parameters of
“failure time and loss distributions using, Maximum likelihood,
Method of moments, Percentile matching, Bayesian procedures,
Estimate the parameters of failure time and loss distributions with
censored and/or truncated data.
Cross-listed: See MATH 406
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