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Survival Analysis in LGD Modeling
Correlation Credit risk Loss given default Recovery rate Regulatory capital
2016/1/27
The paper proposes an application of the survival time analysis methodology to estimations of the Loss Given Default (LGD) parameter. The main advantage of the survival analysis approach compared to c...
Demographic and Socio-economic Determinants of Birth Interval Dynamics in Manipur:A Survival Analysis
Censored observation Relative risk Infant mortality Breastfeeding
2015/7/22
The birth interval is a major determinant of levels of fertility in high fertility populations. A house-to-house survey of 1225 women in Manipur, a tiny state in North Eastern India was carried out to...
The Influence of Survival Analysis on Runx3 Gene Expression in the Primary Tumor of Patients Suffering from Stomach Carcinoma
Stomach Neoplasms Runx3 Prognosis
2013/1/29
Background: Runt domain transcription factor 3 (Runx3) is a putative tumor suppressor in human neoplasia. Previous researches suggested that a lack of Runx3 function contributed to human gastric carci...
Modeling Time in Medical Education Research: The Potential of New Flexible Parametric Methods of Survival Analysis
Study Dropout Medical Studies Survival Analysis Flexible Parametric Models Royston-Parmar Models
2013/2/20
Time – the duration of a certain process or the timing of a specified event – plays a central role in many situations in medical research. Waiting time analysis (“survival analysis”) is a field of sta...
Latent diffusion models for survival analysis
diffusion processes parametrization of hierarchical models survival analysis
2010/10/19
We consider Bayesian hierarchical models for survival analysis, where the survival times are modeled through an underlying diffusion process which determines the hazard rate. We show how these models ...
History of applications of martingales in survival analysis
History applications martingales survival analysis
2010/3/11
The paper traces the development of the use of martingale methods
in survival analysis from the mid 1970’s to the early 1990’s. This
development was initiated by Aalen’s Berkeley PhD-thesis in 1975,...
Survival Analysis: Parametrics to Semiparametrics to Pharmacogenomics
Survival Analysis Parametrics emiparametrics Pharmacogenomics
2009/9/18
Survival Analysis: Parametrics to Semiparametrics to Pharmacogenomics。
Survival analysis with coarsely observed covariates
Incomplete data ignorability efficiency EM algorithm martingale estimating function inverse probability weighting
2009/2/23
In this paper we consider analysis of survival data with incomplete covariate information. We
model the incomplete covariates as a random coarsening of the complete covariate, and an
overview of the...
Univariate Parametric Survival Analysis using GS-distributions
Univariate distributions survival analysis Kaplan-Meier
2009/2/23
The GS-distribution is a family of distributions that provide an accurate representation of any unimodal univariate continuous distribution. In this contribution we explore the utility of this family ...
Case-Control Survival Analysis with a General Semiparametric Shared Frailty Model——a Pseudo Full Likelihood Approach
Case-control study Correlated failure times Family study Frailty model Multivariatesurvival model
2010/4/27
In this work we deal with correlated failure time (age at onset) data arising from populationbased case-control studies, where case and control probands are selected by populationbased sampling and an...