In this paper we analyse the problem of the modelling of individual transitions in presence of an incomplete sampling scheme.

This paper proposes to use a semi parametric regression method, named Sliced Inverse Regression (SIR hereafter), to analyse ambulatory blood pressure monitoring data.

In addition to showing the connection between parallel contingent and noncontingent risk comparison problems, we articulate a method for solving both kinds of problems using the "basis" approach. The basis approach has often been used implicitly, but we argue that there is value to making its...

In this paper, we compare the attitude towards current risk of two expected-utility-maximizing investors that are identical except that the first investor will live longer than the second one.