Advanced & Applied Topics · Actuarial Science & Risk Theory

Advanced Actuarial Science: Survival Models and Life Tables

Public introduction · full guide in Eikos

Introduction

What this guide covers

An analytical and rigorous treatise on survival theory, stochastic processes of death, interpolation of non-integer ages, statistical inference and actuarial graduation of life tables.

Overview

Topics covered

  • Introduction
  • Survival Models and Mortality Table Theory
  • Fundamentals of Survival Theory and Random Variables
  • The Future Life Time Variable
  • Mortality Force (Hazard Rate)
  • Future Life Expectancy (Complete and Abbreviated)

Related concepts

Main connections

  • Survival analysis & Kaplan-Meier
  • Calculus & differentiation
  • Variance & standard deviation
  • Maximum likelihood estimation
  • Conditional probability & independence
  • Linear algebra & matrices

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

F0(x)=P(X≤x)YS0(x)=P(X>x)=1−F0(x)
View LaTeX sourceF_0(x) = P(X \le x) \qquad \text{Y} \qquad S_0(x) = P(X > x) = 1 - F_0(x)