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