Generated crop insurance rates depend critically on the distributional assumptions of theunderlying crop yield loss model. Using farm level corn yield data from 1972-2008, we revisitthe problem of examining in-sample goodness-of-fit measures across a set of flexibleparametric, semi-parametric,...

Crop insurance performance and loss rates depend directly on underlying crop yield distributions. However, there still exists much debate about how to represent the underlying crop yield distributions. Using farm-level corn and soybean yields from 1972-2008, this study examines in-sample...

This paper first identifies the level of cyclical systemic risks in Spain, also calibrating their impact on the solvency of the banking system, and, second, assesses the costs and benefits of the countercyclical use of capital requirements. The first part of the paper is based on an integrated...

Este documento presenta un conjunto amplio de análisis para, en primer lugar, identificar el nivel de los riesgos sistémicos cíclicos en España y calibrar su impacto sobre la solvencia del sistema bancario y, adicionalmente, valorar los costes y beneficios del uso contracíclico de los...

Accurate business failure prediction models would be extremely valuable to many industry sectors, particularly in financial investment and lending. The potential value of such models has been recently emphasised by the extremely costly failure of high profile businesses in both Australia and...

An important goal of research involving gene expression data for outcome prediction is to establish the ability of genomic data to define clinically relevant risk factors. Recent studies have demonstrated that microarray data can successfully cluster patients into low and high risk categories....

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...

Cluster randomized trials, in which social units are selected as the units ofrandomization, have been increasingly used in the past three decades to evaluatethe effects of intervention. This thesis is devoted to design and analysis of clusterrandomized trials.Regarding design, we introduce a new...

This research deals with some statistical modeling problems that are motivated by credit risk analysis. Credit risk modeling has been the subject of considerable research interest in finance and has recently drawn the attention of statistical researchers. In the first chapter, we provide an...

We study unrepresentative observational data in survival analysis. The first paper focuses on proportional hazards regressionwhen observed subjects have different selection probabilities. Wedevelop methods which are applicable when the selectionprobabilities are unknown but estimated using...