4.1.3 Properties of Parametric Estimators

Survival Models

About this course

This lecture is part of ACS 310 Survival Models in the Actuarial science department. The course has 13 recorded lectures across 1 series, all free to watch. Read or download the ACS 310 lecture note to study alongside the video.

More lectures in ACS 310

• Survival Models
• Part 1.2: Exposure to Risk
• Mortality Tables and Life Table Functions
• Relation of Life Table Functions to Survival Function
• Mathematics of Survival Models
• Relationships Among PDF, CDF, Survival and Hazard Functions
• 3.3.2: Expected Value and Variance in Survival Models
• Estimation Procedures for Lifetime Distributions
• 4.1.3 Properties of Parametric Estimators
• 4.3.1 Confidence Intervals for Survival Probabilities
• Actuarial Models, New Distributions and Simulation Applications
• Applications in Insurance and Pensions (Box 5.1)
• Figure 5.3: The Monte Carlo Cycle