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Apr 20, 2024
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2016-2017 Academic Catalog [Archived Catalog]
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MATH 406 - Statistical Modeling II Credits: Three (3) Prerequisite: MATH-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: ACSC-406
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