BACKGROUND In studies of all-cause mortality, the fundamental epidemiological concepts of rate and risk are connected through a well-defined one-to-one relation. An important consequence of this relation is that regression models such as the proportional hazards model that are defined through the hazard (the rate) immediately dictate how the covariates relate to the survival function (the risk)...

Pricing for mortgage and mortgage-backed securities is complicated due to the stochastic and interdependent nature of prepayment and default risks. This paper presents a unified economic model of the contingent claims and competing risks of mortgage termination by prepayment and default. I adopt a proportional hazard framework to analyze these competing and interdependent risks in a model with ...

Standard survival data measure the time span from some time origin until the occurrence of one type of event. If several types of events occur, a model describing progression to each of these competing risks is needed. Multi-state models generalize competing risks models by also describing transitions to intermediate events. Methods to analyze such models have been developed over the last two d...

In this paper, we present a shared frailty model for gap time distributions of recurrent event data with competing risks based on weighted risk-set method. The parameters the are estimated using EM algorithm. A simulation study is carried out to assess performance proposed estimators. An application illustrated real life set.

SUMMARY Cause-specific hazard and cumulative incidence function are of practical importance in competing risks studies. Inferential procedures for these quantities are well developed and can be applied to semi-competing risks data, where a terminating event censors a non-terminating event, after coercing the data into the competing risks format. Complications arise when there is left truncation...

Survival analyses are commonly applied to study death or other events of interest. In such analyses, so-called competing risks may form an important problem. A competing risk is an event that either hinders the observation of the event of interest or modifies the chance that this event occurs. For example, when studying death on dialysis, receiving a kidney transplant is an event that competes ...