31 citations · 68 across the 4 of their papers we have counts for
4 papers
Pricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach
Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan
Prudent management of insurance investment portfolios requires competent asset pricing of fixed-income assets with time-to-event contingent cash flows, such as consumer asset-backe…
Regression Modeling for Recurrent Events Using R Package reReg
Sy Han Chiou, Gongjun Xu, Jun Yan +1
Recurrent event analyses have found a wide range of applications in biomedicine, public health, and engineering, among others, where study subjects may experience a sequence of eve…
Fast Accelerated Failure Time Modeling for Case-Cohort Data
Steven Chiou, Sangwook Kang, Jun Yan
Semiparametric accelerated failure time (AFT) models directly relate the predicted failure times to covariates and are a useful alternative to models that work on the hazard functi…
Semiparametric Multivariate Accelerated Failure Time Model with Generalized Estimating Equations
Steven Chiou, Junghi Kim, Jun Yan
The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least square…