The name is absent



Abstract

Regression Survival Analysis With Dependent
Censoring and a Change Point for the Hazard
Rate: With Application to the Impact of the

Gramm-Leach-Bliley Act to Insurance Companies’
Survival

by

Nan (Jenny) Zhang

This dissertation is aiming to find out the impact of the Gramm-Leach-Bliley Act on
insurance companies’ survival. The events of interest are bankruptcy and acquisition,
which are correlated and censor each other. A statistical survival analysis method
is developed first and then applied to the real insurance companies’ survival data.
In the methodology development, we first assess the effect of assuming independent
censoring on the regression parameter estimates in Cox proportional hazard model.
Then we apply the copula function to model the dependent censoring. Next, we
propose an extended partial likelihood function maximized with an iteration algorithm
to estimate the regression parameters and to derive the marginal survival functions



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