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...

In order to handle past and future liability taken by insurance contracts concluded, any insurance company must constitute and maintain technical reserves. Substantiating technical reserves is done through actuarial methods and its over-evaluation or under-evaluation influence solvency and...

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 (...

The semiparametric linear model is an important alternative to the Cox proportional hazards model for censored survival outcomes. In this dissertation, we provide some new insights for the parameter estimators and their asymptotic properties in the semiparametric linear model with censored...

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...

We estimate the marginal costs of road renewals as part of a social marginal cost scheme for road user charging. Within an analytical approach that mirrors the relationship between road deterioration, traffic load and road renewal, we use an accelerated failure time model for road pavement with...

In the context of Malaysian companies' survival, the potential role of intended use of proceeds as an influential factor remains unfamiliar. This study examines the link between the intended use of IPO proceeds and the survival of 423 Malaysian listed companies over the period of 2000-2014. This...