Regression survival analysis with dependent censoring and a change point for the hazard rate: With application to the impact of the Gramm-Leach-Bliley Act to insurance companies' survival

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dc.contributor.advisorHuang, Xuelin
dc.contributor.advisorCox, Dennis D.
dc.creatorZhang, Nan (Jenny)
dc.date.accessioned2011-07-25T02:05:33Z
dc.date.available2011-07-25T02:05:33Z
dc.date.issued2010
dc.description.abstractThis dissertation is aiming to find out the impact of the Gramm-Leach-Bliley Act on insurance companies' survival. The events of interest are bankruptcy and acquisition, which are correlated and censor each other. A statistical survival analysis method is developed first and then applied to the real insurance companies' survival data. In the methodology development, we first assess the effect of assuming independent censoring on the regression parameter estimates in Cox proportional hazard model. Then we apply the copula function to model the dependent censoring. Next, we propose an extended partial likelihood function maximized with an iteration algorithm to estimate the regression parameters and to derive the marginal survival functions under a dependent censoring setting. Simulations are conducted to demonstrate the method's performance, and sensitivity analyses are performed to assess the impact of the dependent censoring on the regression parameter estimates. In the last part of methodology, we propose a method to test the existence and to identify the location of a change-point in a hazard function. The application of our methodology to real insurance companies' survival data discloses important influence of the GLB Act on insurance companies survival.
dc.format.mimetypeapplication/pdf
dc.identifier.callnoTHESIS STAT. 2010 ZHANG
dc.identifier.citationZhang, Nan (Jenny). "Regression survival analysis with dependent censoring and a change point for the hazard rate: With application to the impact of the Gramm-Leach-Bliley Act to insurance companies' survival." (2010) Diss., Rice University. <a href="https://hdl.handle.net/1911/62037">https://hdl.handle.net/1911/62037</a>.
dc.identifier.urihttps://hdl.handle.net/1911/62037
dc.language.isoeng
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.
dc.subjectBusiness administration
dc.subjectManagement
dc.subjectStatistics
dc.subjectPhysics
dc.titleRegression survival analysis with dependent censoring and a change point for the hazard rate: With application to the impact of the Gramm-Leach-Bliley Act to insurance companies' survival
dc.typeThesis
dc.type.materialText
thesis.degree.departmentStatistics
thesis.degree.disciplineEngineering
thesis.degree.grantorRice University
thesis.degree.levelDoctoral
thesis.degree.nameDoctor of Philosophy
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