A short course on Survival Analysis applied to the Financial Industry
This book is designed to provide a guide for a short course on Survival Analysis, particularly related to the financial field.
The book is available at https://bookdown.org/sestelo/sa_financial.
Here is a view of the outline:
- Kaplan-Meier estimator
- The Cox Proportional Hazards Model
- The semiparametric model
- Computing the Hazard Ratio
- Hypothesis testing
- Adjusting Survival Curves
- How to evaluate the PH assumption?
- Non-Proportional Hazards… and now what?
- Why Cox PH model is so popular? (pros of the model)
- Bonus track 1: Additive Cox model
- Bonus track 2: Machine Learning for estimating the Cox PH model
- Joint Models for Longitudinal and Time-to-Event Data
- Conditional Survival with
- Appendix A: Installation of
- Appendix B: Introduction to
- Appendix C: Introduction to
Of course, you are welcome to contribute to these notes. You can fork the repository, make your changes (or just edit a file in this repository using the `Edit button on Github if the change is simple enough) and open a pull request. I will try to be as responsive as possible in reviewing and accepting pull requests. Appreciate your contributions very much!
All material in this repository is licensed under CC BY-NC-SA 4.0.