An empirical saddlepoint approximation based method for smoothing survival functions under right censoring

2019 ◽  
Vol 47 (2) ◽  
pp. 238-261 ◽  
Author(s):  
Pratheepa Jeganathan ◽  
Noroharivelo V. Randrianampy ◽  
Robert L. Paige ◽  
A. Alexandre Trindade
Keyword(s):  
Saddlepoint Approximation ◽  
Right Censoring ◽  
Survival Functions

Planning the Size of Clinical Trials with Allowance for Patient Noncompliance

1990 ◽  
Vol 29 (03) ◽  
pp. 243-246 ◽  
Author(s):  
M. A. A. Moussa
Keyword(s):  
Clinical Trial ◽  
Clinical Trials ◽  
Sample Size ◽  
Event Rate ◽  
Survival Functions ◽  
Time Intervals ◽  
Patient Noncompliance ◽  
Event Rates ◽  
Larger Sample

AbstractVarious approaches are considered for adjustment of clinical trial size for patient noncompliance. Such approaches either model the effect of noncompliance through comparison of two survival distributions or two simple proportions. Models that allow for variation of noncompliance and event rates between time intervals are also considered. The approach that models the noncompliance adjustment on the basis of survival functions is conservative and hence requires larger sample size. The model to be selected for noncompliance adjustment depends upon available estimates of noncompliance and event rate patterns.

Estimation of Bivariate Survival Function from Random Censored Data with Poisson Sample Size

2020 ◽  
Vol 72 (2) ◽  
pp. 111-121
Author(s):  
Abdurakhim Akhmedovich Abdushukurov ◽  
Rustamjon Sobitkhonovich Muradov
Keyword(s):  
Relative Risk ◽  
Sample Size ◽  
Censored Data ◽  
Survival Function ◽  
Survival Functions ◽  
Power Structures ◽  
Bivariate Survival ◽  
Empirical Estimates ◽  
Bivariate Survival Function ◽  
Product Limit

At the present time there are several approaches to estimation of survival functions of vectors of lifetimes. However, some of these estimators either are inconsistent or not fully defined in range of joint survival functions and therefore not applicable in practice. In this article, we consider three types of estimates of exponential-hazard, product-limit, and relative-risk power structures for the bivariate survival function, when replacing the number of summands in empirical estimates with a sequence of Poisson random variables. It is shown that these estimates are asymptotically equivalent. AMS 2000 subject classification: 62N01

scholarly journals The Stability of the Aggregate Loss Distribution

Risks ◽  
2018 ◽  
Vol 6 (3) ◽  
pp. 91 ◽  
Author(s):  
Riccardo Gatto
Keyword(s):  
Stability Analysis ◽  
Survival Function ◽  
Saddlepoint Approximation ◽  
Computational Formula ◽  
Important Indicator ◽  
The Common ◽  
Infinitesimal Perturbation ◽  
Aggregate Loss ◽  
Aggregate Loss Distribution ◽  
The Stability

In this article we introduce the stability analysis of a compound sum: it consists of computing the standardized variation of the survival function of the sum resulting from an infinitesimal perturbation of the common distribution of the summands. Stability analysis is complementary to the classical sensitivity analysis, which consists of computing the derivative of an important indicator of the model, with respect to a model parameter. We obtain a computational formula for this stability from the saddlepoint approximation. We apply the formula to the compound Poisson insurer loss with gamma individual claim amounts and to the compound geometric loss with Weibull individual claim amounts.

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