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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

A.S. Macdonald
A.S. Macdonald
Affiliation:
Department of Actuarial Maths & Stats, Heriot-Watt University, Edinburgh, EH14 4AS, U.K. Tel: +44 (0)131 451 3202; Fax: +44 (0)131 451 3249; E-mail: a.s.macdonald@ma.hw.ac.uk
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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.

Keywords

Competing RisksCox ModelKaplan-Meier EstimateNelson-Aalen EstimatePartial LikelihoodProportional HazardsSurvival Analysis
Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 2 , Issue 2 , 01 June 1996 , pp. 429 - 448
Copyright
Copyright © Institute and Faculty of Actuaries 1996

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References

REFERENCES

References were given in Part I.Google Scholar