Regression modeling of competing risks : Applications to bone marrow transplantation studies and mortgage prepayment and default analysis

Language: English

Published by VDM Verlag Dr. Müller, 2011

3639343190 / 9783639343199

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - Competing risks frequently arise in medical applications when the subject under study may fail from more than one cause. Typically, regression models for competing risks are based on cause-specific hazards. However, the cause-specific hazard model does not give a direct interpretation in terms of the marginal survival probability of a particular failure type. In the first part of this thesis, an iterative maximum likelihood method was proposed to directly model the cumulative incidence function. Competing risks also arise in mortgage data, which involves two mutually exclusive endpoints, prepayment and default. A quantitative model to accurately predict the mortgage prepayment and default rates based on the loan level information and the state of the economy is therefore very important for both risk management and pricing mortgage-backed securities. In the second part of this thesis, we propose a neural network model to model the prepayment and default probabilities.…

Seller Inventory # 9783639343199

Title
Regression modeling of competing risks : Applications to bone marrow transplantation studies and mortgage prepayment and default analysis
Author
Yuxue Jin
Publisher
VDM Verlag Dr. Müller
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3639343190
ISBN 13
9783639343199
Item weight
176 grams
Dimensions
220x150x7 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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