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An Actuarial Survey of Statistical Models for Decrement and Transition Data, II. Competing Risks, Non-Parametric and Regression Models

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  • Macdonald, A.S.

Abstract

This paper surveys some statistical models of survival data. Competing risks models are described; the unidentifiability of net decrements suggests a sceptical approach to the use of underlying single decrement tables. Approaches based on observations of complete lifetimes (with censoring) are surveyed including the Kaplan-Meier and Nelson-Aalen estimates. Regression models for lifetimes depending on covariates are discussed, in particular the Cox model and partial likelihood estimation.

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  • Macdonald, A.S., 1996. "An Actuarial Survey of Statistical Models for Decrement and Transition Data, II. Competing Risks, Non-Parametric and Regression Models," British Actuarial Journal, Cambridge University Press, vol. 2(2), pages 429-448, June.
    • Handle: RePEc:cup:bracjl:v:2:y:1996:i:02:p:429-448_00
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    1. Gurprit Grover & *Parmeet Kumar Vinit & V. K. Sehgal, 2021. "Estimation of premium cost for HIV/AIDS patients under ART," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 12(1), pages 77-83, February.

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