This course is a study of the mathematics of survival models and includes some examples of parametric survival models. Topics include: tabular survival models, estimates from complete and incomplete data samples, parametric survival models, and determining the optimal parameters. Maximum likelihood estimators, derivation and properties, product limit estimators, Kaplan-Meier and Nelson-Aalen, credibility theory: limited fluctuation; Bayesian; Buhlmann; Buhlmann-Straub; empirical Bayes parameter estimation; statistical inference for loss models; maximum likelihood estimation; the effect of policy modifications; and model selection will also be discussed. Three lecture hours per week plus a one hour lab per week. 10-01-2022-08-04-2022 Lecture Monday, Wednesday, Friday 12:30PM - 01:20PM, Cass Science Hall, Room 101
- Teacher: Kai Liu