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Modelling excess mortality using GLIM

Published online by Cambridge University Press:  20 April 2012

Arthur E. Renshaw
Arthur E. Renshaw
Affiliation:
City University, London
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Extract

It is now some sixteen years since Sir David Cox (1972) published his epoch making paper in which he incorporated regression type arguments into life-table analysis. Central to the method was the introduction of the multiplicative hazard

with vector of covariates z, unknown regression parameters β, and so-called base-line hazard λ*(t) = λ (t, 0). Applications of the method, based on the conditional likelihood argument expounded by Cox in which the base-line hazard λ* is unknown, have proliferated in the intervening years, largely in the field of medical statistics. There have been relatively few applications in which the base-line hazard is assumed known at the outset. Specific cases include Breslow et al. (1983), Berry (1983) and Hill et al. (1985).

Type
Research Article
Information
Journal of the Institute of Actuaries , Volume 115 , Issue 2 , June 1988 , pp. 299 - 315
Copyright
Copyright © Institute and Faculty of Actuaries 1988

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References

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