Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
Chapter 2. Survival models. Manual for SOA Exam MLC.
 

Summary: 1/27
Chapter 2. Survival models.
Manual for SOA Exam MLC.
Chapter 2. Survival models.
Section 2.7 Common Analytical Survival Models
c 2009. Miguel A. Arcones. All rights reserved.
Extract from:
"Arcones' Manual for SOA Exam MLC. Fall 2009 Edition",
available at http://www.actexmadriver.com/
c 2009. Miguel A. Arcones. All rights reserved. Manual for SOA Exam MLC.
2/27
Chapter 2. Survival models. Section 2.7 Common Analytical Survival Models.
Common Analytical Survival Models
Sometimes it is of interest to assume that the survival function
follows a parametric model, i.e. it is of the form S(x, ), where
is an unknown parameter. There are several reasons to make this
assumption:
1. Data supports this assumption. Actuaries realized that the
models observed in real life follow this assumption.
2. Computations are simpler using a parametric model.

  

Source: Arcones, Miguel A. - Department of Mathematical Sciences, State University of New York at Binghamton

 

Collections: Mathematics