We have a PhD position on spatial multilevel survival analysis of actuarial data available. A summary is below, but full details can be found at http://ueasciweb.uea.ac.uk/Resproject/show.aspx?ID=100
Dr Allan Clark
Senior Lecturer in Medical Statistics
University of East Anglia
t: 01603 593629
Supervisor(s): Prof Elena Kulinskaya<http://www.uea.ac.uk/cmp/People/Faculty/Elena+Kulinskaya> Dr Allan Clark, Prof Harvey Goldstein
Application Deadline: November 19th 2010
Survival models are the class of powerful statistical models initially developed in engineering and biomedical applications of statistics but now being incorporated in actuarial applications. They are appropriate for analysing the effect of individual and higher level risk factors such as age, sex and postcode in predicting mortality, longevity and critical illness. Applications of survival models to pensioner mortality data are described in Richards, 2008. In this project we shall develop and apply the latest statistical models of spatial multilevel survival analysis to actuarial data on annuities, to explore the usefulness of these models in actuarial applications of mortality investigation. We shall also develop statistical software using R statistical language.
Goldstein, H. Multilevel Statistical Models, 3rd edition, Wiley, 2002
Richards, S.J. (2008) Applying survival models to pensioner mortality data. British Actuarial Journal, 2008, 14(2), 257-303. Abstract of the discussion, ibid, 304-326.
Therneau, T.M., Grambsch, P.M. Modeling survival data—extending the Cox model. Berlin: Springer-Verlag, 2000
Czado, C and Rudolph, F. Application of Survival Analysis Methods to Long Term Care Insurance. Insurance: Mathematics and Economics, 2002, 31, 395-413
Banerjee, S., Wall, M. M. and Carlin, B.P. Frailty Modelling for Spatially Correlated Survival Data with Application to Infant Mortality in Minnesota. Biostatistics, 2003, 4(1), 123-142
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