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PROPUESTA DE ESTIMADORES PARA ENFRENTAR SITUACIONES DE RIESGOS COMPETITIVOS DEPENDIENTES.

Authors :
Piña, Rolando Uranga
Sosa, Mayelin Mirabal
Jo, Armando Seuc
Source :
Investigación Operacional. 2011, Vol. 32 Issue 3, p230-239. 10p. 2 Graphs.
Publication Year :
2011

Abstract

In a classic problem of competing risks, estimates of diverse rates are carried out starting from suppositions about the causes that compete. These suppositions have included essentially the independence among the competing causes. The present work intends to relax these suppositions to more general situations. It is demonstrated that the Net Rate can be estimated from observed data in the presence of Competing Risks with certain type of dependence. Generalizations of the Actuarial estimator for the Net Rate are suggested for the two classes of dependencies studied. By means of simulations, the proposed estimators and the one reported in the literature for independent competing risks are compared, and the results confirm the fact that the new estimators can be used in the circumstances defined to estimate the probabilities of survival. [ABSTRACT FROM AUTHOR]

Details

Language :
Spanish
ISSN :
02574306
Volume :
32
Issue :
3
Database :
Academic Search Index
Journal :
Investigación Operacional
Publication Type :
Academic Journal
Accession number :
66961330