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Actuarial Statistics I (2000-2001)
Academic Year of the Course:
2000-2001
Course:
20234
Actuarial Statistics I
Teaching staff:
Luciano Sigalotti
Course Outlines:
Survival analysis: tabular models, analitical models, parametric and non parametric models. Maximum likelihood procedures. Single and double-decrement environment. Survival models with concomitant variables. Graduation: Whittaker graduation, moving-average graduation, bayesian graduation, spline functions. Models with regression components. Estimation of multistate models.
Recommended Texts:
Survival analysis: tabular models, analitical models, parametric and non parametric models. Maximum likelihood procedures. Single and double-decrement environment. Survival models with concomitant variables. Graduation: Whittaker graduation, moving-average graduation, bayesian graduation, spline functions. Models with regression components. Estimation of multistate models.E. Pitacco, Matematica e tecnica attuariale, Lint, 2000
Last update: 12-11-2013 - 16:32