Modelling the joint distribution of competing risks survival times using copula functions

DOI10.1016/j.insmatheco.2006.11.006zbMath1141.91518OpenAlexW2068555721MaRDI QIDQ2463568

Dimitrina S. Dimitrova, Steven Haberman, Vladimir K. Kaishev

Publication date: 14 December 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/4040/1/IME%20%282007%29%20Competing%20Risks%20paper%20REVISED%20%28B%26W%29.pdf

zbMATH Keywords

copulasspline functionfailure timesdisease eliminationdependent competing risk modeloverall survival function

Mathematics Subject Classification ID

Related Items (16)

Modelling bivariate lifetime data using copula ⋮ Maxima and Minima of Overall Survival Functions with Fixed Marginal Distributions and Transmission of Technology ⋮ Dynamic bivariate mortality modelling ⋮ INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS ⋮ Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances ⋮ Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis ⋮ A forecast reconciliation approach to cause-of-death mortality modeling ⋮ Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model ⋮ Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring ⋮ Polyhazard models with dependent causes ⋮ Statistical analysis and application of competing risks model with regression ⋮ Modeling cause-of-death mortality using hierarchical Archimedean copula ⋮ Dependent competing risks: cause elimination and its impact on survival ⋮ Statistical analysis of dependent competing risks model in accelerated life testing under progressively hybrid censoring using copula function ⋮ A Multi-population Approach to Forecasting All-Cause Mortality Using Cause-of-Death Mortality Data ⋮ Fitting Distributions with the Polyhazard Model with Dependence

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Dependent competing risks: a stochastic process model
• An introduction to copulas. Properties and applications
• Bivariate analysis of survivorship and persistency
• Semiparametric Models for Cumulative Incidence Functions
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• The identifiability of the competing risks model
• A nonidentifiability aspect of the problem of competing risks.
• Conditional failure time distributions under competing risk theory with dependent failure times and proportional hazard rates
• The Analysis of Failure Times in the Presence of Competing Risks
• Bayesian Analysis of Mortality Data
• Bayesian nonparametric estimation in a series system or a competing-risks model
• Estimates of marginal survival for dependent competing risks based on an assumed copula
• A self-consistent estimator of marginal survival functions based on dependent competing risk data and an assumed copula
• Fitting competing risks with an assumed copula
• Approaches and Experiences in Projecting Mortality Patterns for the Oldest-Old
• Understanding Relationships Using Copulas
• A practical guide to splines.

This page was built for publication: Modelling the joint distribution of competing risks survival times using copula functions