Browsing Statistics and Actuarial Science by Type "Article"
Now showing items 1-20 of 71
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A 2-class maintenance model with dynamic server behavior
(Springer, 2019-04-29)We analyze a 2-class maintenance system within a single-server polling model framework. There are C+f machines in the system, where C is the cap on the number of machines that can be turned on simultaneously (and hence, ... -
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
(Elsevier, 2018-03-01)This paper provides a derivative-based optimal investment strategy for an ambiguity-adverse pension investor who faces not only risks from time-varying income and market return volatility but also uncertain economic ... -
Analysis of interval-censored recurrent event processes subject to resolution
(Wiley, 2015-09)Interval-censored recurrent event data arise when the event of interest is not readily observed but the cumulative event count can be recorded at periodic assessment times. In some settings, chronic disease processes may ... -
Armitage Lecture 2011: The Design and Analysis of Life History Studies
(Wiley, 2013)Life history studies collect information on events and other outcomes during people’s lifetimes. For example, these may be related to childhood development, education, fertility, health, or employment. Such longitudinal ... -
Assessing a binary measurement system: A new plan using targeted verification with conditional sampling and baseline information
(Elsevier, 2019-11)We investigate efficient plans to assess the misclassification error rates of a binary measurement system used as an in-line inspection protocol. We assume that parts can be inspected repeatedly and that each part has its ... -
Assessing the accuracy of predictive models with interval-censored data
(Oxford University Press, 2022-01)We develop methods for assessing the predictive accuracy of a given event time model when the validation sample is comprised of case K interval-censored data. An imputation-based, an inverse probability weighted (IPW), and ... -
Augmented composite likelihood for copula modeling in family studies under biased sampling
(Oxford University Press, 2016-01-27)The heritability of chronic diseases can be effectively studied by examining the nature and extent of within-family associations in disease onset times. Families are typically accrued through a biased sampling scheme in ... -
Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
(Elsevier, 2019-01)In a problem of Pareto-efficient insurance contracting (bilateral risk sharing) with expected-utility preferences, Gollier (1987) relaxes the nonnegativity constraint on indemnities and argues that the existence of a ... -
Cohort study design for illness-death processes with disease status under intermittent observation
(Taylor & Francis, 2019-12-12)Cohort studies are routinely conducted to learn about the incidence or progression rates of chronic diseases. The illness-death model offers a natural framework for joint consideration of non-fatal events in the semi-competing ... -
Composite likelihood for aggregate data from clustered multistate processes under intermittent observation
(Taylor & Francis, 2019-03-11)Markov processes offer a useful basis for modeling the progression of organisms through successive stages of their life cycle. When organisms are examined intermittently in developmental studies, likelihoods can be constructed ... -
Composite likelihood for joint analysis of multiple multistate processes via copulas
(Oxford Journals, 2014-10)A copula-based model is described which enables joint analysis of multiple progressive multistate processes. Unlike intensity-based or frailty-based approaches to joint modeling, the copula formulation proposed herein ... -
Controlling the workload of M/G/1 queues via the q-policy
(Elsevier, 2015-06-01)We consider a single-server queueing system with Poisson arrivals and generally distributed service times. To systematically control the workload of the queue, we define for each busy period an associated timer process, ... -
A copula model for marked point processes
(Springer, 2013)Many chronic diseases feature recurring clinically important events. In addition, however, there often exists a random variable which is realized upon the occurrence of each event reflecting the severity of the event, a ... -
A Cox-Aalen model for interval-censored data
(Wiley, 2015-06)The Cox-Aalen model, obtained by replacing the baseline hazard function in the well-known Cox model with a covariate-dependent Aalen model, allows for both fixed and dynamic covariate effects. In this paper, we examine ... -
Debate: what is the best method to monitor surgical performance?
(BioMed Central, 2016-04-05)Background There is considerable recent interest in the monitoring of individual surgeon or hospital surgical outcomes. If one aggregates data over time and assesses performance with a funnel plot, then the detection ... -
Dependence modeling for multi-type recurrent events via copulas
(Wiley, 2019-09-20)When several types of recurrent events may arise, interest often lies in marginal modeling and studying the nature of the dependence structure. In this paper, we propose a multivariate mixed-Poisson model with the dependence ... -
Design of cancer trials based on progression-free survival with intermittent assessment
(Wiley, 2018-03-26)Therapeutic advances in cancer mean that it is now impractical to performed phase III randomized trials evaluating experimental treatments on the basis of overall survival. As a result, the composite endpoint of progression-free ... -
The Design of Intervention Trials Involving Recurrent and Terminal Events
(Springer, 2013)Clinical trials are often designed to assess the effect of therapeutic interventions on the incidence of recurrent events in the presence of a dependent terminal event such as death. Statistical methods based on multistate ... -
Does Cox analysis of a randomized survival study yield a causal treatment effect?
(Springer US, 2015-10)Statistical methods for survival analysis play a central role in the assessment of treatment effects in randomized clinical trials in cardiovascular disease, cancer, and many other fields. The most common approach to ... -
A dynamic Mover–Stayer model for recurrent event processes subject to resolution
(Springer US, 2014-07)In studies of affective disorder, individuals are often observed to experience recurrent symptomatic exacerbations warranting hospitalization. Interest may lie in modeling the occurrence of such exacerbations over time ...