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An Actuarial Survey of Statistical Models for Decrement and Transition Data, II. Competing Risks, Non-Parametric and Regression Models
Published online by Cambridge University Press: 10 June 2011
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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- Sessional meetings: papers and abstracts of discussions
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- Copyright © Institute and Faculty of Actuaries 1996
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