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In this paper, we introduce a new approach to generate flexible parametric families of distributions. These models arise on competitive and complementary risks scenario, in which the lifetime associated with a particular risk is not…

Applications · Statistics 2018-05-22 Pedro L. Ramos , Dipak K. Dey , Francisco Louzada , Victor H. Lachos

In this paper we introduce a new lifetime distribution by compounding exponential and Poisson-Lindley distributions, named exponential Poisson-Lindley distribution. Several properties are derived, such as density, failure rate, mean…

Methodology · Statistics 2013-02-20 Wagner Barreto-Souza , Hassan S. Bakouch

In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and…

Statistics Theory · Mathematics 2007-06-13 Malka Gorfine , David M. Zucker , Li Hsu

The hazard function is central to the formulation of commonly used survival regression models such as the proportional hazards and accelerated failure time models. However, these models rely on a shared baseline hazard, which, when…

Methodology · Statistics 2025-12-19 J. A. Christen , F. J. Rubio

Existing mortality forecasting methods focus on age-specific mortality rates, which lie in an unconstrained space and overlook the distributional nature of life-table death counts. Few studies have developed and compared forecasting methods…

Methodology · Statistics 2026-04-23 Han Lin Shang , Cristian F. Jiménez-Varón

An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a…

Statistics Theory · Mathematics 2009-08-14 Pierpaolo De Blasi , Giovanni Peccati , Igor Prünster

A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…

Applications · Statistics 2014-05-06 Rafael Pimentel Maia , Per Madsen , Rodrigo Labouriau

This work presents a new model and estimation procedure for the illness-death survival data where the hazard functions follow accelerated failure time (AFT) models. A shared frailty variate induces positive dependence among failure times of…

Methodology · Statistics 2022-05-10 Lea Kats , Malka Gorfine

Regression models have a substantial impact on interpretation of treatments, genetic characteristics and other potential risk factors in survival analysis. In many applications, the description of censoring and survival curve reveals the…

Methodology · Statistics 2026-03-24 Dionisio Alves-Neto , Vera Lucia Tomazella , Adriano Suzuki , Danilo Alvares

Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

Methodology · Statistics 2017-12-27 Xin Chen , Xuejun Ma , Wang Zhou

In survival studies it is important to record the values of key longitudinal covariates until the occurrence of event of a subject. For this reason, it is essential to study the association between longitudinal and time-to-event outcomes…

Methodology · Statistics 2021-06-09 Khandoker Akib Mohammad , Yuichi Hirose , Yuan Yao , Budhi Surya

Recent advances in medical research have improved survival outcomes for patients with life-threatening diseases. As a result, the existence of long-term survivors from these illnesses is becoming common. However, conventional models in…

Applications · Statistics 2025-07-16 Dionisio Silva Neto , Francisco Louzada Neto , Vera Lucia Tomazella

We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. Because the frailty model includes random effects, the parameters are estimated…

Methodology · Statistics 2023-01-12 Masahiro Kojima , Shunichiro Orihara

In cancer epidemiology using population-based data, regression models for the excess mortality hazard is a useful method to estimate cancer survival and to describe the association between prognosis factors and excess mortality. This method…

Methodology · Statistics 2019-04-19 Francisco J. Rubio , Bernard Rachet , Roch Giorgi , Camille Maringe , Aurelien Belot

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under…

Statistical Finance · Quantitative Finance 2019-02-20 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

In biomedical settings, multitype recurrent events such as stroke and heart failure occur frequently, often concluding with a terminal event such as death. Understanding the links between these recurring and terminal events is fundamental…

Methodology · Statistics 2025-09-15 Mithun Kumar Acharjee , AKM Fazlur Rahman

Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields more accurate predictions than those generated by a single…

Applications · Statistics 2025-10-28 Giovanna Bimonte , Maria Russolillo , Han Lin Shang , Yang Yang

We introduce a collective model for life insurance where the heterogeneity of each insured, including the health state, is modeled by a diffusion process. This model is influenced by concepts in statistical mechanics. Using the proposed…

General Finance · Quantitative Finance 2020-12-18 Jirô Akahori , Yuuki Ida , Maho Nishida , Shuji Tamada

Proportional hazards (PH), proportional odds (PO) and accelerated failure time (AFT) models have been widely used to deal with survival data in different fields of knowledge. Despite their popularity, such models are not suitable to handle…

Methodology · Statistics 2019-10-08 Fabio N. Demarqui , Vinicius D. Mayrink

Widespread population aging has made it critical to understand death rates at old ages. However, studying mortality at old ages is challenging because the data are sparse: numbers of survivors and deaths get smaller and smaller with age. We…

Applications · Statistics 2018-03-29 Dennis M. Feehan