Announcement: SOA releases October 2019 Exam STAM passing candidate numbers.

Agenda Day Two

 

Event Home | Agenda | Registration | Additional Information | CPD | Location | Presenter

 

Agenda Day 1 | Agenda Day 2 | Agenda Day 3

 

Survival Models and Time Series Analysis

The first hour of day two will conclude the healthcare expenditure case study and address any lingering questions. The remainder of the day will be devoted to survival analysis and time series analysis. The survival and time series modules will each consist of theoretical discussions integrated with case studies.

Wednesday, March 28
7:30 a.m. – 9:30 a.m.
  • Finish iterative modeling process
  • Selection of final model and model validation
  • Day one recap and Q&A

Session Coordinator(s)

Facilitator(s)

9:30 a.m. – 10:00 a.m.
  • Characteristics of survival analysis problems
  • Fundamental concepts: survival functions, hazard functions and censored data
  • Parametric survival models (exponential and Weibull)

Session Coordinator(s)

Facilitator(s)

10:00 a.m. – 11:00 a.m.
  • Non-parametric analysis: life tables and the Kaplan-Meier estimator
  • Semi-parametric analysis: the Cox proportional hazard model
  • Parametric analysis: Weibull regression
  • Case study

Session Coordinator(s)

Facilitator(s)

11:00 a.m. – 12:00 p.m.
12:00 p.m. – 1:00 p.m.
  • Case study conclusion and wrap-up

Session Coordinator(s)

Facilitator(s)

1:00 p.m. – 2:00 p.m.
  • Definitions, fundamental concepts and graphically exploring time series data in R

Session Coordinator(s)

Facilitator(s)

2:00 p.m. – 3:00 p.m.
  • Time series regression, smoothers, filters, forecasting and validation

Session Coordinator(s)

Facilitator(s)

3:00 p.m. – 4:30 p.m.
  • Autocorrelation, ARIMA models and forecasting

Session Coordinator(s)

Facilitator(s)