About CPD: Actuarial Survival Analysis (15,22/04/2026) - 5 CPD

IA|BE Actuarial Survival Analysis

Survival analysis is not an exotic statistical discipline: it is much closer to the techniques you use every day than you might think. This online course, split into two parts, starts from concepts you already understand intuitively and looks at them again in a more structured way. The Kaplan-Meier and Nelson-Aalen estimators are introduced, after which the course quickly moves on to discrete survival models. In insurance, data arrive in months, quarters or years, so discrete time is the natural setting, and with the right treatment many problems can be expressed through GLMs. Rather than focusing on continuous-time models, which matter mostly in medical statistics, the course concentrates on what is most useful in actuarial practice. Towards the end, it is shown how seemingly unrelated non-life and health insurance topics are survival analysis problems in disguise. The course closes with two extended cases: technical pricing, which may well be an eye-opener, and a model that has been in production at a large insurer for more than five years. R code is available for most applications, so the course stays practical.

Target audience

This course is aimed at actuaries and other insurance professionals who work with GLMs and want to see how survival analysis fits into the techniques they already use.

Practical information

This is an online course in two parts, delivered in English. The Microsoft Teams link will be shared no later than two days before each part.