Copula-based inference for bivariate survival data with left truncation and dependent censoring

DOI10.1016/j.insmatheco.2022.07.011OpenAlexW4286255261MaRDI QIDQ2682970

Negera Wakgari Deresa, Katrien Antonio, Ingrid Van Keilegom

Publication date: 1 February 2023

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.07.011

zbMATH Keywords

copulaassociationdependent censoringleft truncationadministrative censoringbivariate modelinglife annuity pricingmultiple life contingent risks

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in survival analysis and censored data (62N02) Actuarial mathematics (91G05)

Related Items (1)

Unnamed Item

Uses Software

• CASdatasets

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Semiparametric inference for an accelerated failure time model with dependent truncation
• Testing quasi-independence for truncation data
• The meta-elliptical distributions with given marginals
• Derivatives and Fisher information of bivariate copulas
• An introduction to copulas.
• On the simultaneous associativity of F(x,y) and x+y-F(x,y)
• A multivariate normal regression model for survival data subject to different types of dependent censoring
• A Weibull model for dependent censoring
• Bivariate Survival Models for Coupled Lives
• Estimation and Model Selection for Left-truncated and Right-censored Lifetime Data with Application to Electric Power Transformers Analysis
• Regression Survival Analysis with an Assumed Copula for Dependent Censoring: A Sensitivity Analysis Approach
• A note on the product-limit estimator under right censoring and left truncation
• Nonparametric Estimation from Cross-Sectional Survival Data
• A nonidentifiability aspect of the problem of competing risks.
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Bootstrapping left truncated and right censored data
• A Two-Part Random-Effects Model for Semicontinuous Longitudinal Data
• Semiparametric Marginal Regression Analysis for Dependent Competing Risks Under an Assumed Copula
• Estimates of marginal survival for dependent competing risks based on an assumed copula
• On semiparametric modelling, estimation and inference for survival data subject to dependent censoring
• Flexible parametric model for survival data subject to dependent censoring
• Actuarial Mathematics for Life Contingent Risks
• A copula-graphic estimator for the conditional survival function under dependent censoring
• Testing Quasi-Independence of Failure and Truncation Times via Conditional Kendall's Tau
• Maximum Likelihood Estimation of Misspecified Models
• A martingale approach to the copula-graphic estimator for the survival function under dependent censoring

This page was built for publication: Copula-based inference for bivariate survival data with left truncation and dependent censoring