ARC Event: Beyond Proportional Hazards: Statistical methods for assessment of the impact of medical advances and health interventions on longevity and population projections.
This workshop is being delivered by the Actuarial Research Centre’s (ARC) ‘Big Health and Actuarial Data’ Research Programme.
The workshop covers contemporary methods of survival analysis and their use in assessment of possible changes in longevity and population life expectancy due to medical advances.
Cox regression is the most popular method of survival analysis. However it is only applicable under a strong assumption of proportional hazards. This workshop will explore novel advanced methods of survival analysis, which can be used for time-varying hazards and covariates. One of these methods will be the landmark analysis. The workshop will provide a detailed introduction to landmark analysis and a case study on the effect of statins on longevity. Three additional case studies will be further discussed: on stroke, diabetes and the use of hormone replacement therapy (HRT).
Level of detail
The workshop will be sufficient for general understanding of the statistical methods and their application to longevity and population projections.
Life and health actuaries; data analysts; actuarial Students.
Some knowledge of survival analysis would be beneficial but is not essential.
Attendees will acquire understanding of novel statistical methods and their possible applications to longevity-related tasks in life insurance.
Welcome and Introductions
Cox regression, the proportional hazards assumption and time-varying effects
|11.30-12.10||Linking survival modelling results to longevity improvements
|13.15-13.55||Modelling non-proportional hazards:
time-varying coefficients, parametric “double Cox” regression and landmark analysis
|13.55-14.25||Landmark analysis of the use of statins
|15.15-15.35||Modelling stroke mortality
|15.40-16.00||Diabetes and its effect on Longevity
|16.05-16.25||HRT and its effects in morbidity and longevity of women
|16.55-17.00||Chair's closing remarks
Staple Inn Hall, High Holborn, London, WC1V 7QJ
Nearest Public Transport
Chancery Lane Station