The submitted book is a habilitation thesis that clearly presents the methods used in classical survival analysis. It focuses mainly on various types of regression models, with an emphasis on flexible non-parametric and semi-parametric models. The methods presented in the book are applied to real data from financial and insurance practices, in accordance with the book's title. The analysis in financial area are focuses on data related to peer-to-peer (P2P) lending provided by Lending Club, ... show full abstractThe submitted book is a habilitation thesis that clearly presents the methods used in classical survival analysis. It focuses mainly on various types of regression models, with an emphasis on flexible non-parametric and semi-parametric models. The methods presented in the book are applied to real data from financial and insurance practices, in accordance with the book's title. The analysis in financial area are focuses on data related to peer-to-peer (P2P) lending provided by Lending Club, a US-based company. The insurance issue is then represented by data on critical illness insurance provided by one of the commercial insurance companies operating in the Czech Republic. From a methodological standpoint, the publication offers an almost complete overview of methods within the framework of classical survival analysis. Among the advanced survival models, the so-called mixture cure models and competing risks models are introduced and applied in the publication, including one of the possibilities of linking them. The main contribution of the monograph, which is not found in any other Czech language publication, is its comprehensive coverage of survival analysis, according to the author. From a statistical point of view, the monograph provides interesting findings especially in the context of the advanced survival models applied to P2P credit data. |