Las compañías aseguradoras deben calcular la cuantía de las reservas y la dotación de provisiones para hacer frente al pago de siniestros que o bien no han sido comunicados o bien no han sido cerrados. En este trabajo, se aplica el método Chain-Ladder para la estimación puntual de las...

Dependent censoring occurs in longitudinal studies of recurrent events when the censoring time depends on the potentially unobserved recurrent event times. To perform regression analysis in this setting, we propose a semiparametric joint model that formulates the marginal distributions of the...

In large cohort studies, it often happens that some covariates are expensive to measure and hence only measured on a validation set. On the other hand, relatively cheap but error-prone measurements of the covariates are available for all subjects. Regression calibration (RC) estimation method (...

Medical cost has received increasing interest recently in Biostatistics and public health. Statistical analysis and inference of life time medical cost have been challenging by the fact that the survival times are censored on some study subjects and their subsequent cost are unknown. Huang...

This paper introduces a novel approach to making inference about the regression parameters in the accelerated failure time (AFT) model for current status and interval censored data. The estimator is constructed by inverting a Wald type test for testing a null proportional hazards model. A...

In the analysis of dependence of bivariate correlated failure time data, a popular model is a gamma frailty model proposed by Clayton and Oakes. An alternative approach is using a Plackett distribution, whose dependence parameter has a very appealing odds ratio interpretation for dependence...

A natural choice of time scale for analyzing recurrent event data is the ``gap" (or soujourn) time between successive events. In many situations it is reasonable to assume correlation exists between the successive events experienced by a given subject. This paper looks at the problem of...