A generalization of the Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models

DOI10.1016/j.insmatheco.2012.07.009zbMath1285.62034OpenAlexW2064993755MaRDI QIDQ2447403

Olivier Lopez

Publication date: 25 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.07.009

zbMATH Keywords

bootstrapKaplan-Meier estimatorleft-truncationnonparametric estimationlifetime analysiscopula modelsbivariate censoringmortality analysis

Mathematics Subject Classification ID

Related Items (12)

Copula-graphic estimation with left-truncated and right-censored data ⋮ Non‐parametric Copula Estimation Under Bivariate Censoring ⋮ BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE ⋮ A censored copula model for micro-level claim reserving ⋮ Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey ⋮ Resource-constrained scheduling algorithms for stochastic independent tasks with unknown probability distribution ⋮ A nonparametric approach to calculating value-at-risk ⋮ Estimation of association parameters in copula models for bivariate left-truncated and right-censored data ⋮ Joint and survivor annuity valuation with a bivariate reinforced urn process ⋮ Archimedean copulas derived from utility functions ⋮ Nonparametric estimation of multivariate distribution function for truncated and censored lifetime data ⋮ Nonparametric bivariate density estimation for censored lifetimes

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