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Survival Models Analysis

ARC PhD Studentship addressing the study of survival models and their use in actuarial practice

The project involves the study of survival models and their use in actuarial practice at the final purpose of estimating the present value of the liabilities of a pension fund, or for the pricing of life insurance policies.  The first step is to find flexible, analytical hazard functions for individual mortality, especially the handling of duration.

Following a literature review of the statistics of censored data the student will work towards a critical analysis of the hazard function estimation methods, a development of programming skills for their implementation, and the development of new techniques or of existing ones.

ARC research project: Survival Models Analysis
ARC scholar:  Francesco Ungolo
University:  Heriot Watt University 
Period of research:  January 2016 – July 2019
​Academic supervisors:    Marcus Christiansen, Angus Macdonald

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Contact Details

If you have any questions or wish to discuss any aspect of research carried out through the Actuarial Research Centre (ARC), please contact the Research and Knowledge Team.

arc@actuaries.org.uk