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Risk Modelling and Survival Analysis (CS2)

Risk Modelling and Survival Analysis (CS2)

Core Principles

Risk Modelling and Survival Analysis (CS2) builds on CS1.  It develops knowledge of and the ability to apply statistical methods for risk modelling, time series analysis methods, stochastic processes (especially Markov chains and Markov jump processes), survival analysis (including regression methods applied to duration data), and graduation methods  It also includes a high-level introduction to machine learning. The subject includes both theory and application of the ideas to real data sets using R. 

Material in this subject is applied to actuarial modelling in subjects CM1 and CM2.

Risk Modelling
and Survival Analysis
CS2A
Theoretical Exam
3 hours and 15 minutes
Paper based
+
Risk Modelling
and Survival Analysis
CS2B
Computer-based
1 hours and 45 minutes
R

You must sit A + B papers in the same session.

 

Exam format:
3 hours and 15 minutes paper-based exam, plus 1 hour 45 minutes computer-based exam, R
Recommended study hours: