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Title:Ocenjevanje modelov preživetja in stohastično modeliranje dolgoživosti : na študijskem programu 2. stopnje Matematika
Authors:ID Flakus, Nika (Author)
ID Jakovac, Marko (Mentor) More about this mentor... New window
Files:.pdf MAG_Flakus_Nika_2024.pdf (2,80 MB)
MD5: 06C41C522AA4B2E34377647CF97D494F
 
Language:Slovenian
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FNM - Faculty of Natural Sciences and Mathematics
Abstract:V magistrski nalogi predstavimo ocenjevanje modelov preživetja in stohastično modeliranje dolgoživosti, kar uporabljamo za analizo in razumevanje življenjske dobe. V teoretičnem delu predstavimo osnovne definicije iz verjetnosti in statistike. Sledi opis aktuarskih podatkov o življenjski dobi in neparametrično ocenjevanje funkcije preživetja. Nato obravnavamo modele za ocenjevanje preživetja, kjer se poglobimo v Kaplan-Meierjev, Nelson-Aalenov in Coxov model. V naslednjem poglavju se osredotočimo na stohastične modele dolgoživosti. Prvo predstavimo definicijo stohastičnega modela dolgoživosti, nato se osredotočimo na Lee-Carterjev model ter izvirni in M7 Cairns-Blake-Dowdov model. V praktičnem delu je prikazana uporaba vseh modelov, ki so predstavljeni v magistrskem delu, na konkretnih podatkih. Uporaba modelov ocenjevanja preživetja je predstavljena s pomočjo SPSS-a in Excela, medtem, ko so stohastični modeli dolgoživosti predstavljeni v programski kodi jezika R.
Keywords:analiza preživetja, krnjeni podatki, krivulja preživetja, stohastični procesi, Kaplan-Meier, Nelson-Aalen, Cox, Lee-Carter, CBD.
Place of publishing:Maribor
Place of performance:Maribor
Publisher:[N. Flakus]
Year of publishing:2024
Number of pages:60 str.
PID:20.500.12556/DKUM-90975 New window
UDC:519.862:311(043.2)
COBISS.SI-ID:214919171 New window
Publication date in DKUM:14.11.2024
Views:0
Downloads:15
Metadata:XML DC-XML DC-RDF
Categories:FNM
:
FLAKUS, Nika, 2024, Ocenjevanje modelov preživetja in stohastično modeliranje dolgoživosti : na študijskem programu 2. stopnje Matematika [online]. Master’s thesis. Maribor : N. Flakus. [Accessed 13 April 2025]. Retrieved from: https://dk.um.si/IzpisGradiva.php?lang=eng&id=90975
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Licences

License:CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Link:http://creativecommons.org/licenses/by-nc-nd/4.0/
Description:The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.
Licensing start date:15.10.2024

Secondary language

Language:English
Title:Estimating survival models and stochastic longevity modeling : magistrsko delo
Abstract:In the master's thesis, we present the evaluation of survival models and stochastic longevity modeling, which we use to analyze and understand lifespan. In the theoretical part, we present basic definitions from probability and statistics. This is followed by a description of actuarial life expectancy data and a non-parametric estimation of the survival function. We then consider models for estimating survival, delving into the Kaplan-Meier, Nelson-Aalen, and Cox models. In the next chapter, we focus on stochastic longevity models. We first present the definition of the stochastic longevity model, then focus on the Lee-Carter model and the original and M7 Cairns-Blake-Dowd models. In the practical part, the application of all the models presented in the Master's thesis is shown on concrete data. The use of survival estimation models is presented using SPSS and Excel, while stochastic longevity models are presented in programming code R.
Keywords:survival analysis, censured data, survival curve, stohastic processes, Kaplan-Meier, Nelson-Aalen, Cox, Lee-Carter, CBD.


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