Compound Poisson frailty model with a gamma process prior for the baseline hazard: accounting for a cured fraction

Author(s):  
Maryam Rahmati ◽  
Parisa Rezanejad Asl ◽  
Javad Mikaeli ◽  
Hojjat Zeraati ◽  
Aliakbar Rasekhi
1993 ◽  
Vol 23 (2) ◽  
pp. 259-272 ◽  
Author(s):  
David C. M. Dickson ◽  
Howard R. Waters

AbstractIn this paper we derive formulae for finite time survival probabilities when the aggregate claims process is a Gamma process. We illustrate how a compound Poisson process can be approximated by a Gamma process and by a process defined as a translated Gamma process. We also show how survival probabilities for a compound Poisson process can be approximated by those for a Gamma process or a translated Gamma process.


Stat ◽  
2020 ◽  
Vol 9 (1) ◽  
Author(s):  
Maryam Rahmati ◽  
Mahmood Mahmoudi ◽  
Kazem Mohammad ◽  
Javad Mikaeli ◽  
Hojjat Zeraati

Author(s):  
Anthony Joe Turkson ◽  
Timothy Simpson ◽  
John Awuah Addor

A recurrent event remains the outcome variable of interest in many biometric studies. Recurrent events can be explained as events of defined interest that can occur to same person more than once during the study period. This study presents an overview of different pertinent recurrent models for analyzing recurrent events. Aims: To introduce, compare, evaluate and discuss pros and cons of four models in analyzing recurrent events, so as to validate previous findings in respect of the superiority or appropriateness of these models. Study Design:  A comparative studies based on simulation of recurrent event models applied to a tertiary data on cancer studies.  Methodology: Codes in R were implemented for simulating four recurrent event models, namely; The Andersen and Gill model; Prentice, Williams and Peterson models; Wei, Lin and Weissferd; and Cox frailty model. Finally, these models were applied to analyze the first forty subjects from a study of Bladder Cancer Tumors. The data set contained the first four repetitions of the tumor for each patient, and each recurrence time was recorded from the entry time of the patient into the study. An isolated risk interval is defined by each time to an event or censoring. Results: The choice and usage of any of the models lead to different conclusions, but the choice depends on: risk intervals; baseline hazard; risk set; and correlation adjustment or simplistically, type of data and research question. The PWP-GT model could be used if the research question is focused on whether treatment was effective for the  event since the previous event happened. However, if the research question is designed to find out whether treatment was effective for the  event since the start of treatment, then we could use the PWP- TT. The AG model will be adequate if a common baseline hazard could be assumed, but the model lacks the details and versatility of the event-specific models. The WLW model is very suitable for data with diverse events for the same person, which underscores a potentially different baseline hazard for each type. Conclusion: PWP-GT has proven to be the most useful model for analyzing recurrent event data.


1991 ◽  
Vol 21 (2) ◽  
pp. 177-192 ◽  
Author(s):  
François Dufresne ◽  
Hans U. Gerber ◽  
Elias S. W. Shiu

AbstractThe aggregate claims process is modelled by a process with independent, stationary and nonnegative increments. Such a process is either compound Poisson or else a process with an infinite number of claims in each time interval, for example a gamma process. It is shown how classical risk theory, and in particular ruin theory, can be adapted to this model. A detailed analysis is given for the gamma process, for which tabulated values of the probability of ruin are provided.


2011 ◽  
Vol 4 (2) ◽  
pp. 8-12
Author(s):  
Leo Alexander T Leo Alexander T ◽  
◽  
Pari Dayal L Pari Dayal L ◽  
Valarmathi S Valarmathi S ◽  
Ponnuraja C Ponnuraja C ◽  
...  

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