• International Journal of Reliability and Applications
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• v.2 no.1
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• pp.1-26
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• 2001

The purpose of this paper is to introduce a proportional reversed hazard rate model, in contrast to the celebrated proportional hazard model, and study some of its structural properties. Some criteria of ageing are presented and the inheritance of the ageing notions (of the base line distribution) by the proposed model are studied. Two important data sets are analyzed: one uncensored and the other having some censored observations. In both cases, the confidence bands for the failure rate and survival function are investigated. In one case the failure rate is bathtub shaped and in the other it is upside bath tub shaped and thus the failure rates are non-monotonic even though the baseline failure rate is monotonic. In addition, the estimates of the turning points of the failure rates are provided.

• Communications for Statistical Applications and Methods
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• v.17 no.1
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• pp.99-106
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• 2010

In this paper, we present two methods for obtaining prediction intervals for the times to failure of units censored in multiple stages in a progressively censored sample from proportional hazard rate models. A numerical example and a Monte Carlo simulation study are presented to illustrate the prediction methods.

• Journal of Korean Society on Water Environment
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• v.23 no.1
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• pp.87-96
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• 2007

In this paper a methodology of identifying individual pipes according to the internal and external characteristics of pipe is developed, and the methodology is applied to a case study water distribution pipe break database. Using the newly defined individual pipes the hazard rates of the cast iron 6 inch pipes are modeled by implementing the proportional hazards modeling approach for consecutive pipe failures. The covariates to be considered in the modeling procedures are selected by considering the general availability of the data and the practical applicability of the modeling results. The individual cast iron 6 inch pipes are categorized into seven ordered survival time groups according to the total number of breaks recorded in a pipe to construct distinct proportional hazard model (PHM) for each survival time group (STG). The modeling results show that all of the PHMs have the hazard rate forms of the Weibull distribution. In addition, the estimated baseline survivor functions show that the survival probabilities of the STGs generally decrease as the number of break increases. It is found that STG I has an increasing hazard rate whereas the other STGs have decreasing hazard rates. Regarding the first failure the hazard ratio of spun-rigid and spun-flex cast iron pipes to pit cast iron pipes is estimated as 1.8 and 6.3, respectively. For the second or more failures the relative effects of pipe material/joint type on failure were not conclusive. The degree of land development affected pipe failure for STGs I, II, and V, and the average hazard ratio was estimated as 1.8. The effects of length on failure decreased as more breaks occur and the population in a GRID affected the hazard rate of the first pipe failure.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.723-736
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• 2013

The importance of lapse rate is highly increasing due to the introduction of Cash Flow Pricing system, non-refund-of-reserve insurance policy, and IFRS (International Financial Reporting System) to the Korean insurance market. Researches on lapse rate have mainly focused on simple data analysis and regression analysis, etc. However, lapse rate can be analyzed by survival analysis and can be well explained in terms of several covariates with Cox proportional hazard model. Guaranteed minimum benefits embedded in variable annuities require more elegant statistical analysis of lapse rate. Hence, this paper analyzes data of policyholders with variable annuities by using Cox proportional hazard model. The key variables of policy holder that influences the lapse rate are payment method, premium, lapse insured to term insured, reserve-GMXB ratio, and age.

• Journal of Korean Society of Water and Wastewater
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• v.23 no.3
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• pp.305-313
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• 2009

This paper provides a method for evaluating a residual life of water mains using a proportional hazard model(PHM). The survival time of individual pipe is defined as the elapsed time since installation until a break rate of individual pipe exceeds the Threshold Break Rate. A break rate of an individual pipe is estimated by using the General Pipe Break Model(GPBM). In order to use the GPBM effectively, improvement of the GPBM is presented in this paper by utilizing additional break data that is the cumulative number of pipe break of 0 for the time of installation and adjusting a value of weighting factor(WF). The residual lives and hazard ratios of the case study pipes of which the cumulative number of pipe breaks is more than one is estimated by using the estimated survival function. It is found that the average residual lives of the steel and cast iron pipes are about 25.1 and 21 years, respectively. The hazard rate of the cast iron pipes is found to be higher than the steel pipes until 20 years since installation. However, the hazard rate of the cast iron pipes become lower than the hazard rates of the steel pipes after 20 years since installation.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1591-1598
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• 2014

The reviews of the balance sheet of commercial banks showed that loan item constitutes the largest portion of bank's assets. Although the sector has highest rate of profit, it possesses the greatest risk. Identifying factors that can contribute in lifting-up the loan repayment rate of customers of Hawassa district commercial bank is the major goal of this study. A sample of 183 customers who took loan from October, 2005 to April, 2012 was taken from the bank record. Kaplan-Meier estimation method and univariate Cox proportional hazard model were applied to identify factors affecting bank loan repayment rate. The result from Kaplan-Meier survival estimation revealed that the loan repayment rate is significantly related with loan type, and previous loan experience, educational level and mode of repayment. The log-rank test indicates that the survival probability of loan customers is not statistically different in repaying the loan among groups classified by sex. Moreover, the univariate Cox proportional hazard model result portrayed that educational level, having previous loan experience, mode of repayment, collateral type and purpose of loan are significantly related with loan repayment rate of customers commercial bank. Hence, banks should design loan strategies giving special emphasis on the significant factors while they are giving loans to their customers.

• Proceedings of the Korean Reliability Society Conference
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• 2005.06a
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• pp.121-129
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• 2005

In this paper, we consider a periodic preventive maintenance(PM) policy in which each PM reduces the hazard rate of amount proportional to the failure intensity, which increases since the last PM and slows down the wear-out speed to that of new one. And the proportion of reduction in hazard rate decreases with the number of PMs. Our model is similar to $ARI_1$ proposed by Doyen and Gaudoin(2004) in the sense of reduction of hazard rate. Our model has totally different wear-out pattern of hazard rate after PM's, however, and the proportion of reduction depends on the number of PM's. Assuming that the system undergoes only minimal repairs at failures between PM's, the expected cost rate per unit time is obtained. The optimal number N of PM and the optimal period x, which minimize the expected cost rate per unit time are discussed. Explicit solutions for the optimal periodic PM are given for the Weibull distribution case.

• Journal of the Korean Data and Information Science Society
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• v.26 no.6
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• pp.1225-1238
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• 2015

In this research, we fit various survival models and conduct tests and estimation for the hazard change-point with the rectal cancer data. By the log-rank tests, at significance level ${\alpha}=0.10$, survival functions are significantly different according to the uniporter of glucose (GLUT1), clinical stage (cstage) and pathologic stage (ypstage). From the Cox proportional hazard model, the most significant covariates are GLUT1 and ypstage. Assuming that the rectal cancer data follows the exponential distribution, we estimate one hazard change-point using Matthews and Farewell (1982), Henderson (1990) and Loader (1991) methods.

• International Journal of Reliability and Applications
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• v.9 no.1
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• pp.113-122
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• 2008

In this paper, we consider a periodic preventive maintenance policy in which each preventive maintenance reduces the hazard rate of amount proportional to the failure intensity, which increases since the system started to operate. And the effect of preventive maintenance at each preventive maintenance epoch is different. The expected cost rate per unit time for the proposed model is obtained. We discuss the optimal number N of the periodic preventive maintenance and the optimal period x, which minimize the expected cost rate per unit time and obtain the optimal preventive maintenance schedule for given cost structures of the model. A numerical example is given for the purpose of illustrating our results when the failure time distribution is Weibull distribution.

• Asian Pacific Journal of Cancer Prevention
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• v.14 no.11
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• pp.6751-6755
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• 2013

Background: Research on cancers with a high rate of mortality such as those occurring in the stomach requires using models which can provide a closer examination of disease processes and provide researchers with more accurate data. Various models have been designed based on this issue and the present study aimed at evaluating such models. Materials and Methods: Data from 330 patients with gastric cancer undergoing surgery at Iran Cancer Institute from 1995 to 1999 were analyzed. Cox-Snell Residuals and Akaike Information Criterion were used to compare parametric and semi-parametric Cox models in modeling transition rates among different states of a multi-state model. R 2.15.1 software was used for all data analyses. Results: Analysis of Cox-Snell Residuals and Akaike Information Criterion for all probable transitions among different states revealed that parametric models represented a better fitness. Log-logistic, Gompertz and Log-normal models were good choices for modeling transition rate for relapse hazard (state $1{\rightarrow}state$ 2), death hazard without a relapse (state $1{\rightarrow}state$ 3) and death hazard with a relapse (state $2{\rightarrow}state$ 3), respectively. Conclusions: Although the semi-parametric Cox model is often used by most cancer researchers in modeling transition rates of multistate models, parametric models in similar situations- as they do not need proportional hazards assumption and consider a specific statistical distribution for time to occurrence of next state in case this assumption is not made - are more credible alternatives.