This paper studies aspects of the broad class of log-concave probability distributions that arise in the economics of uncertainty and information. Useful properties of univariate log-concave distributions are proven without imposing differentiability of density functions. We also discuss...

This paper demonstrates two important results related to the estimation of a competing risks model under the proportional hazards assumption with grouped duration data, a model that has become the canonical model for the termination of mortgages with prepayment and default as two competing...

This paper studies aspects of the broad class of log-concave probability distributions that arise in the economics of uncertainty and information. Useful properties of univariate log-concave distributions are proven without imposing differentiability of density functions. We also discuss...