Mathematics
2 years ago

New method simplifies analyzing multiple risks, improving decision-making accuracy.

1 view
arXiv (Cornell University)
A single risk approach to the semiparametric copula competing risks model
Simon Lo, Ralf A. Wilke

Paper Summary

Competing risks analysis can focus on specific risks. This study looks at a model where one risk follows a known pattern, while others do not. They found that certain models can be identified without needing extra information, while others need at least one additional factor. The methods used in this study are reliable and work well with real data.

Related papers

Theme background image
Mathematics
10 months ago

New Efficiency Bound Breakthrough Solves Identification Problems in Statistical Models!

Regularization Methods
Multicollinearity
Financial Volatility
Theme background image
Mathematics
4 years ago

Semiparametric models revolutionize economics with added flexibility and faster estimators.

Regularization Methods
2 views
Economics, Econometrics and Finance
4 years ago

Semiparametric model outperforms traditional approach in predicting interest rates.

Option Pricing
2 views