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Regression Modeling with Actuarial and Financial Applications by Edward W. Frees

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14

Survival Models

Chapter Preview. This chapter introduces regression where the dependent variable is the time until an event, such as the time until death, the onset of a disease, or the default on a loan. Event times are often limited by sampling procedures and so ideas of censoring and truncation of data are summarized in this chapter. Event times are nonnegative and their distributions are described in terms of survival and hazard functions. Two types of hazard-based regression are considered, a fully parametric accelerated failure time model and a semiparametric proportional hazards models.

14.1 Introduction

In survival models, the dependent ...

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