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Elliptic Family Link Function In The Modeling Survival Analysis

Posted on:2013-03-06Degree:MasterType:Thesis
Country:ChinaCandidate:H H LiFull Text:PDF
GTID:2230330371497577Subject:Financial Mathematics and Actuarial
Abstract/Summary:PDF Full Text Request
Copula functions become the most significant new tool to handle in a flexible way the comovement between edge distribution and joint distribution. In this paper we use copula as a tool to describe the relation between net survival function and crude survival function which Gaussian copula and Student-t copula be applied. To illustrate, we using real data cubic spline interpolation function simulation120years old age of inferred binary decrement model, data results indicate that choose different parameters of the Student-t copula, on the sensitivity of the simulation results with different effects.
Keywords/Search Tags:Gaussian copula, Student-t copula, Net and Crude survival function, Kendall’s tau, Linear correlation coefficient rho
PDF Full Text Request
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