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



More intriguing information

1. The name is absent
2. Imputing Dairy Producers' Quota Discount Rate Using the Individual Export Milk Program in Quebec
3. Asymmetric transfer of the dynamic motion aftereffect between first- and second-order cues and among different second-order cues
4. The name is absent
5. New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates.
6. The name is absent
7. The name is absent
8. Improving Business Cycle Forecasts’ Accuracy - What Can We Learn from Past Errors?
9. An Incentive System for Salmonella Control in the Pork Supply Chain
10. ‘I’m so much more myself now, coming back to work’ - working class mothers, paid work and childcare.
11. The name is absent
12. MULTIMODAL SEMIOTICS OF SPIRITUAL EXPERIENCES: REPRESENTING BELIEFS, METAPHORS, AND ACTIONS
13. The name is absent
14. The name is absent
15. AN ECONOMIC EVALUATION OF COTTON AND PEANUT RESEARCH IN SOUTHEASTERN UNITED STATES
16. AN ANALYTICAL METHOD TO CALCULATE THE ERGODIC AND DIFFERENCE MATRICES OF THE DISCOUNTED MARKOV DECISION PROCESSES
17. The name is absent
18. El Mercosur y la integración económica global
19. The Role of area-yield crop insurance program face to the Mid-term Review of Common Agricultural Policy
20. Novelty and Reinforcement Learning in the Value System of Developmental Robots