Notifications

The language of instruction is English.

The course starts on Oct. 2 at 9:00 in K11.

In the first weeks of the semester (probably till the end of October), there will be no exercise classes. Tuesday morning sessions at 9:00 in K11 will be used for additional lectures. Exercise classes will start in November.

Schedule 

Lecture
Tuesday 14:00 - 15:30 K9  
Exercise Class
Tuesday 9:00 - 10:30 K11  

Course Materials

Most of the contents of the course is covered by two monographs. Both are available in the library or can be purchased (e.g., from Amazon).

Course Plan

The course covers methods for analysis of censored data: non-negative random variables with time-to-event interpretation whose values are not always fully observed (survival analysis, reliability theory, risk analysis)

The lecture focuses on the development, theoretical justification, and interpretation of the methods.

The exercise classes will teach how to apply these methods to real problems but may include some theoretical tasks as well.

The following topics will be included:

Prerequisites

This course assumes the knowledge of linear regression theory and, preferably but not necessarily, generalized linear models. Intermediate-level knowledge of probability theory, continuous martingales, and counting process theory is also required.

Master students of "Probability, statistics and econometrics" must have completed courses NMSA407 Linear Regression and NMTP436 Continuous Martingales and Counting Processes before enrolling in this course.

Master students of "Financial and Insurance Mathematics" must have completed courses NMSA407 Linear Regression and NMFM408 Probability for Finance and Insurance before enrolling in this course.

Requirements for Credit/Exam 

Credit:

The credit for the exercise class will be awarded to the student who is present at the exercise class sessions (two absences are tolerated) and hands in a satisfactory solution to each assignment by the prescribed deadline.

The nature of these requirements precludes any possibility of repeated attempts to obtain the exercise class credit.

Exam:

The exercise class credit is necessary to sign up for the exam. The exam will be oral.