This paper considers a class of two-player dynamic games in which each player controls a one-dimensional variable which we interpret as a level of cooperation. In the base model, there is an irreversibility constraint stating that this variable can never be reduced, only increased. It otherwise...

This paper considers a class of two-player dynamic games in which each player controls a one-dimensional variable which we interpret as a level of cooperation. In the base model, there is an irreversibility constraint stating that this variable can never be reduced, only increased. It otherwise...

The aim of this thesis is to investigate Generalised Empirical Likelihood (GEL) and related informational theoretical methods for estimation and inference of parameters of models that satisfy unconditional and conditional moment restrictions. Three topics in this field are studied. Firstly, the...

This paper introduces a class of survival models for discrete time-to-event data with random right censoring. Flexible distributions for the survival times are constructed by modelling the random survival functions as discrete-time beta-Stacy processes (DBS) and by introducing the regression...

Using individual patient data from five independent surveys, we evaluate regional variations in survival in cerebral palsy. The influence of four important variables measuring disability, which are only partially observed for many cases, are analysed. Results are compared between a naive...

When modeling the hazard of entry into marriage, the non-monotonic dependence on age needs to be taken into account. In this paper, nonlinear discrete-time hazard models based on a bell-shaped function are proposed, in which the support of the hazard function, the maximum hazard and the age of...

We consider the problem of representing claims for coherent risk measures. For this purpose we introduce the concept of (weak and strong) time-consistency with respect to a portfolio of assets, generalizing the one defined in Delbaen [7]. In a similar way we extend the notion of m-stability, by...

Aims and Motivation To examine the effect of level of disability on the survival of children with cerebral palsy using a cohort taken from Bristol. The data is subject to, possibly not missing at random (NMAR), unobserved covariate data. Methods A joint survival model for the log-survival times...

Bayesian networks (BNs) are useful for coding conditional independence statements, especially in discrete symmetric models. On the other hand, event trees (ETs) are convenient for representing asymmetric structure and how situations unfold. In this paper we report the development of a new...

This thesis is comprised of three pieces of research on moral hazard, reputation and market structure. In particular, following an opening discussion of previous literature, I explore the dynamic interaction between moral hazard and market structure in two distinct game theoretic settings and...