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Feb 12, 2017
Category: Academic
Posted by: sro

Info Asisten

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Berikut ini adalah daftar asisten mata kuliah Departemen Statistika Semester Genap t.a 2016-2017

Nov 6, 2016
Category: General
Posted by: sro

COOMING SOON !!!

Workshop on Statistical Methods in Actuarial Science with R

by Dr. Budhi Arta Surya, Victoria University of Wellington - New Zealand

December 13rd-14th, 2016 || Graduate Room Class - IPB Baranangsiang, Bogor

Apr 3, 2016
Category: Academic
Posted by: sro
Bagi mahasiswa S1 Departemen Statistika yang akan melakukan Seminar, update info terkini mengenai seminar....
 

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Nov 6, 2016

Actuarial Workshop


COOMING SOON !!!

Workshop on Statistical Methods in Actuarial Science with R

by Dr. Budhi Arta Surya, Victoria University of Wellington - New Zealand

December 13rd-14th, 2016 || Graduate Room Class - IPB Baranangsiang, Bogor

Category: General
Posted by: sro

Description

This workshop is designed to provide a brief introduction to statistical methods in actuarial science. Emphasis is given to counting processes, in the presence of censoring, and the corresponding martingale process arising in the derivation of non-parametric Nelson-Aalen estimator of force mortality. We provide some parametric models of the latter and their maximum likelihood estimations. The inclusion of covariates in the estimation is given in terms of Cox’s partial likelihood and the use of likelihood ratio test to asses statistical hypothesis on the significance of covariates. Some examples in R are discussed throughout the workshop.

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