An Actuarial Survey of Statistical Models for Decrement and Transition Data, II. Competing Risks, Non-Parametric and Regression Models

A.S. Macdonald

British Actuarial Journal, 1996, vol. 2, issue 2, 429-448

Abstract: This paper surveys some statistical models of survival data. Competing risks models are described; the unidentifiability of net decrements suggests a sceptical approach to the use of underlying single decrement tables. Approaches based on observations of complete lifetimes (with censoring) are surveyed including the Kaplan-Meier and Nelson-Aalen estimates. Regression models for lifetimes depending on covariates are discussed, in particular the Cox model and partial likelihood estimation.

Date: 1996
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