A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring

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A copula model for dependent competing risks (2010, background): “Rivest and Wells (2001) suggested a martingale approach under the additional assumption that the copula is Archimedean and that failure times are distinct for all observations.”
Semiparametric marginal regression analysis for dependent competing risks under an assumed copula (2010, methodology): “A closed form expression for the standard error can be obtained by martingale theory (Rivest and Wells, 2001).”
Applying copula models to individual claim loss reserving methods (2010, background): “…and Wells, 2000), the existing censoring schemes in copula models can be classified into three categories: (i) One variable is (independently or dependently) censored by the other variable, such as dependent censoring in Rivest and Wells (2001), Braekers and Veraverbeke (2005) and Li et al. (2007).”
A copula‐graphic estimator for the conditional survival function under dependent censoring (2005, methodology): “For the situation of a general copula function, we proceed as in Rivest and Wells (2001) and define a generator function for this copula.”
Estimating survival under a dependent truncation (2006, background): “As shown in Rivest & Wells (2001) , this is related to SY through”