Apr 17, 2024  
2015-2016 Academic Catalog 
2015-2016 Academic Catalog [Published Catalog]

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MACT 408/4332 - Insurance Loss Models II (3 cr.)


Non-parametric estimation for complete data: empirical estimates, Nelson-Aalen estimates; Non-parametric estimation for left truncated and right censored data Kaplan-Meier product-limit estimates, Nelson-Aalen estimates, evaluation of estimators, confidence intervals for survival and cumulative hazard functions; Kernel density models; Parametric estimation: method of moments, percentile matching, maximum likelihood estimation, applications to loss data with deductible and limit; goodness-of-fit tests; Proportional hazards model: baseline hazard rate, individual hazard rate, partial likelihood function.

When Offered
Offered once a year.

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