The phenomenon of overdispersion arises when categorical or count data exhibit variability larger than expected. Multinomial data commonly demonstrate this phenomenon when the counts arise from correlated or cluster observations. There are several ways of analyzing overdispersed multinomial...

The term structure of interest rates is used to price defaultable bonds and credit derivatives, as well as to infer the quality of bonds for risk management purposes. We introduce a new framework for estimating the term structure of interest rates for corporate bonds. The proposed model jointly...

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...

Although screening for breast cancer is broadly utilized in the United States, the optimal approach in terms of examination modality, frequency, and starting age is unclear. Furthermore, there is no consensus on the benefit from earlier, more frequent, or additional modes of screening for women...

This dissertation develops a modeling framework for univariate and multivariate zero-inflated time series of counts and applies the models in a clustering scheme to identify groups of count series with similar behavior. The basic modeling framework used is observation-driven Poisson regression...