In this paper, we propose a stochastic process, which is a CoxIngersoll-Ross process with Hawkes jumps. It can be seen as a generalization of the classical Cox-Ingersoll-Ross process and the classical Hawkes process with exponential exciting function. Our model is a special case of the affine point processes. Laplace transforms and limit theorems have been obtained, including law of large numbe...

We study the convergence of a drift implicit scheme for one-dimensional SDEs that was considered by Alfonsi [1] for the Cox-Ingersoll-Ross (CIR) process. Under general conditions, we obtain a strong convergence of order 1. In the CIR case, Dereich, Neuenkirch and Szpruch [2] have shown recently a strong convergence of order 1/2 for this scheme. Here, we obtain a strong convergence of order 1 un...

Ethical intuitionists like W.D. Ross adopt the common sense view that there is an irreducible plurality of types of ethically relevant considerations. They furthermore hold that there is no explicit method determining how to move from facts about which considerations are present to a conclusion about what it would be right to do. In order to systematize our moral reasoning, ethical intuitionist...

This paper describes the properties of a two-stage estimator of the dependence parameter in the Clayton-Oakes multivariate failure time model. The parameter is estimated from a likelihood function in which the marginal hazard functions are replaced by estimates. The method extends the approach of Shih and Louis (1995) and Genest, Ghoudi and Rivest (1995) to allow the marginal hazard for failure...

Cox regression model serves as a statistical method for analyzing the survival data, which requires some options such as hazard proportionality. In recent decades, artificial neural network model has been increasingly applied to predict survival data. This research was conducted to compare Cox regression and artificial neural network models in prediction of kidney transplant survival. The prese...

The present study used a stratified random sample of undergraduate students at a major Metropolitan University in the Gauteng province of South Africa to examine aspects of the contact hypothesis as originally formulated by Gordon Allport. Specifically, the study sought to examine the effects of two social settings, namely, educational and religious settings on students’ attitudes toward interr...

cox regression model serves as a statistical method for analyzing the survival data, which requires some options such as hazard proportionality. in recent decades, artificial neural network model has been increasingly applied to predict survival data. this research was conducted to compare cox regression and artificial neural network models in prediction of kidney transplant survival. the prese...