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.2012.07.009zbMATH Open1285.62034OpenAlexW2064993755MaRDI QIDQ2447403FDOQ2447403
Authors: 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
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bootstrapnonparametric estimationleft-truncationKaplan-Meier estimatorlifetime analysiscopula modelsbivariate censoringmortality analysis
Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited In (13)
- A nonparametric approach to calculating value-at-risk
- Broken-heart, common life, heterogeneity: analyzing the spousal mortality dependence
- Non-parametric copula estimation under bivariate censoring
- Joint and survivor annuity valuation with a bivariate reinforced urn process
- Nonparametric bivariate density estimation for censored lifetimes
- A censored copula model for micro-level claim reserving
- Nonparametric estimation of multivariate distribution function for truncated and censored lifetime data
- A simplified model for studying bivariate mortality under right-censoring
- Resource-constrained scheduling algorithms for stochastic independent tasks with unknown probability distribution
- Copula-graphic estimation with left-truncated and right-censored data
- Estimation of association parameters in copula models for bivariate left-truncated and right-censored data
- Archimedean copulas derived from utility functions
- Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey
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