This paper presents how random numbers can be used to transform grouped lifetimes into a pseudo-complete sample. The aim of the study is to investigate the Fisher consistency of the partial likelihood estimator of the regression parameters in the Cox model based on the restored sample. It has...

Modern risk modelling approaches deal with vectors of multiple components. The components could be, for example, returns of financial instruments or losses within an insurance portfolio concerning different lines of business. One of the main problems is to decide if there is any type of...

Modern risk modelling approaches deal with vectors of multiple components. The components could be, for example, returns of financial instruments or losses within an insurance portfolio concerning different lines of business. One of the main problems is to decide if there is any type of...