Actuarial Modeling of Competing Risks Under Various Dependence Structures

考虑到NSERC的主要目标是支持“正在进行的研究项目（具有长期目标），而不是单个短期项目或项目集合”，这项拨款提案旨在建立在一个已经存在的创新研究项目的基础上，该项目能够对精算和统计学科做出重大的额外贡献——不仅在学术文献中，而且在精算师、统计学家和其他人的日常工作中。到目前为止，我的主要研究领域集中在开发一类完全非参数算法，我称之为自一致竞争风险（SC-CR）算法，作为对故障时间分布建模的一种方法。

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.