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Nov 24, 2024
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2020-2021 Academic Catalog [Archived Catalog]
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MATH 506 - Statistical Modeling II
Credits: Three (3)
MATH 506 and ACSC 607 cover the learning objectives from Examination STAM (Short-Term Actuarial Models) of the Society of Actuaries. Topics include constructing empirical models; estimating the parameters of failure time and loss distribution using different methods such as maximum likelihood method of moments, Kaplan-Meier estimator, Nelson- Aalen estimator and kernel density estimators; determining the acceptability of a fitted model; comparing models using graphical procedures, Kolmogorov-Smirnov test, Chi-square goodness of fit test, likelihood ratio test, Schwarz Bayesian criterion, and Akaike Information criterion.
Note: This course is for graduate students only
Cross-listed: MATH-406
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