| Stochastic Processes: definition, classification and properties. Gaussian, Markovian and stationary
processes. Counting processes. Markov Chains: definition, Chapman-Kolmogorov, stationary distribution
and the limit theorem. Time-inhomogeneous Markov chain model. Markov Jump Processes. Poisson
processes: definition, properties, inter-event times. Kolmogorov equations.
Survival Models: distribution and density functions of the future lifetime, survival function, force of
mortality. Complete and curtate future lifetimes. Censoring. Non-parametric models: Kaplan-Meier and
Nelson Aalen estimators. Proportional Hazards model: impact of covariates, Cox model, partial likelihood
estimation. Maximum likelihood estimators for transition intensities. Census approximation. Graduation
methods and graduation tests. Mortality projection using Lee-Carter, age-period-cohort, and p-spline
regression models. Fit mortality models in appropriate software. |
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu |
