seminars at Toronto University and ESSEC Business School for useful comments. We gratefully acknowledge financial support of the chair QUANTVALLEY/Risk Foundation: " Quantitative Management Initiative " and the Swiss National Science Foundation through the NCCR FINRISK network. Abstract In this paper we examine the dependence between the liquidation risks of individual hedge funds. This depende...

OBJECTIVES In India there has been a decline in overall under-five mortality, with some states still showing very high mortality rates. It is argued that there is family clustering in mortality among children aged <5 years. We explored the effects of programmable (proximate) determinants on under-five mortality by accounting for family-level clustering and adjusting for background variables usi...

We suggest a cure-mixture model to analyze bivariate time-to-event data, as motivated by the article of Chatterjee and Shih (2001, Biometrics 57, 779-786), but with a simpler estimation procedure and the correlated gamma-frailty model instead of the shared gamma-frailty model. This approach allows us to deal with left-truncated and right-censored lifetime data, and accounts for heterogeneity, a...

We extend a recently published multivariate Bayesian cure rate model to handle interval censoring and a varying number of measurements per individual. The model assumes an unknown number of latent causes of the event in question at each repeated measurement. This number is assumed to be distributed Poisson, with rate a function of covariates multiplied by a subject-specific frailty term. The ob...

In this paper, we consider shared gamma frailty model with Gompertz distribution as baseline hazard for bivariate survival times. The problem of analyzing and estimating parameters of bivariate Gompertz distribution with shared gamma frailty is of interest and the focus of this paper. We solve the inferential problem in a Bayesian framework with the help of a comprehensive simulation study. We ...

Abstract Frailty models are the possible choice to counter problem of unobserved heterogeneity in individual risks disease and death. Based on earlier studies, shared frailty can be utilised analysis bivariate data related survival times (e.g. matched pairs experiments, twin or family data). In this article, we assume that acts additively hazard rate. A new class based generalised Lindley distr...