Actuarial Modeling of Competing Risks Under Various Dependence Structures

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Mindful of NSERC's principle aim of supporting, "ongoing programs of research (with long-term goals) rather than a single short-term project or collection of projects", this grant proposal is designed to build upon an already existing innovative research program that is capable of significant additional contributions to the actuarial and statistical disciplines --- not only in the academic literature, but also in the day-to-day work of actuaries, statisticians, and others. To date, my main area of research has centered on developing a whole class of fully nonparametric algorithms, which I have called Self-Consistent Competing Risks (SC-CR) Algorithms, as a way to model failure time distributions.