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<p>Recently, the Conway-Maxwell Poisson (COM-Poisson) cure rate model has been proposed which includes as special cases some of the well-known cure rate models discussed in the literature. Data obtained from cancer clinical trials are often right censored and the expectation maximization (EM) algorithm can be efficiently used for the determination of the maximum likelihood estimates (MLEs) of the model parameters based on right censored data.</p> <p>By assuming the lifetime distribution to be exponential, lognormal, Weibull, and gamma, the necessary steps of the EM algorithm are developed for the COM-Poisson cure rate model and some of its special cases. The inferential method is examined by means of an extensive simulation study. Model discrimination within the COM-Poisson family is carried out by likelihood ratio test as well as by information-based criteria. Finally, the proposed method is illustrated with a cutaneous melanoma data on cancer recurrence. As the lifetime distributions considered are not nested, it is not possible to carry out a formal statistical test to determine which among these provides an adequate fit to the data. For this reason, the wider class of generalized gamma distributions is considered which contains all of the above mentioned lifetime distributions as special cases. The steps of the EM algorithm are then developed for this general class of distributions and a simulation study is carried out to evaluate the performance of the proposed estimation method. Model discrimination within the generalized gamma family is carried out by likelihood ratio test and information-based criteria. Finally, for the considered cutaneous melanoma data, the two-way flexibility of the COM-Poisson family and the generalized gamma family is utilized to carry out a two-way model discrimination to select a parsimonious competing cause distribution along with a suitable choice of a lifetime distribution that provides the best fit to the data.</p> / Doctor of Philosophy (PhD)

This paper presents an approach to model the risks associated with defaults, prepayments, and order returns in the context of unsecured consumer credits, specifically in buy-now-pay-later (BNPL) loans. The paper presents a Bayesian competing risk proportional hazard model to model the time to default, prepayment, and order return in BNPL loans. Model parameters are estimated using Markov chain Monte Carlo (MCMC) sampling techniques and Bayesian inference is developed using a unique dataset containing monthly performance data of fixed-duration interest-bearing consumer loans. / I denna rapport presenteras en metod för att modellera riskerna förknippade med fallissemang, förskottsbetalning, och returnering av order i osäkrade konsumentkrediter, mer specifikt i köp-nu-betala-senare (BNPL) krediter. Rapporten presenterar en Bayesiansk konkurrerande utfall-modell (competing risk) för att estimera tiden till fallissemang, förskottsbetalning och retur av order i BNPL-lån. Modellens parametrar estimeras med hjälp av Markov chain Monte Carlo (MCMC) metoder och Bayesiansk inferens uppnås med hjälp av ett unikt dataset med månatlig kassaflödesdata från räntebärande BNPL-lån.

O gerenciamento de projetos de forma sistematizada vem se tornando essencial para todo tipo de organização, pois os mercados a cada dia tornam-se cada vez mais competitivos, os recursos mais escassos e os clientes muito mais exigentes. É possível observar isso com o número crescente de empresas que se associam ao Project Management Institute (PMI) - referência nas melhores práticas em gerenciamento de projetos - que desde o final de 2013 possui mais de 400.000 empresas associadas em todo o planeta. Tal tendência é natural, visto que as empresas necessitam se destacar nos negócios em um mercado cada vez mais dinâmico a fim de garantir a sua sobrevivência. De acordo com Gu et al. (2013), uma questão-chave na investigação de gerenciamento de projetos gira em torno de porquê alguns projetos são bem sucedidos, enquanto outros não. Esta questão levou os pesquisadores a explorar determinantes potenciais que possam levar ao sucesso ou fracasso de um projeto. Por exemplo, o Standish Group International (2009) encontrou uma taxa global de fracasso do projeto em torno de 72% nos EUA. É certo que a cultura organizacional exerce forte influência no sucesso dos projetos, mas seria possível diagnosticá-la para com isso melhor conduzir as equipes de projeto? Deste modo, o objetivo do presente estudo foi analisar a relação entre a cultura organizacional e o gerenciamento de projetos, utilizando-se para tanto dos modelos como o Competing Values Framework (CVF) e o Organizational Culture Assessment Instrument (OCAI). O emprego dos modelos se justifica por serem os mais utilizados na literatura em gestão organizacional, embora não tenham sido encontrados estudos empíricos que os utilize no contexto brasileiro em gerenciamento de projetos. O método utilizado para obtenção do perfil cultural dominante para o sucesso em gerenciamento de projetos foi survey, na qual o modelo OCAI foi adaptado e destinado para gerentes e membros de equipe de projetos. Observou-se através da análise dos dados, que a cultura de clã foi a que apresentou forte influência para o sucesso no gerenciamento de projetos de acordo com a percepção dos respondentes da survey. É importante ressaltar que não há um perfil de cultura melhor que o outro, portanto, a cultura de gerenciamento de projetos obtida é apenas o diagnóstico de uma cultura organizacional que poderá permitir a obtenção de um desempenho superior, ou seja, sucesso no atendimento de escopo, qualidade, custo e prazo. Discute-se para estudos futuros a importância de se empregar respondentes de diferentes estados do Brasil e ainda de outros países, buscando estabelecer que não existam influências de outros fatores culturais regionais na percepção dos respondentes. / Project management in a systematic manner has become essential for any type of organization, because the markets every day become increasingly competitive, scarce resources and more demanding customers. You can see this with the growing number of companies that are associated with the Project Management Institute (PMI) - reference the best practices in project management - which since late 2013 has more than 400,000 affiliates around the world. This tendency is natural, since companies need to stand out in business in an increasingly dynamic market in order to ensure their survival. According to Gu et al. (2013), a key issue in project management research centers on why some projects are successful while others do not. This question led the researchers to explore potential determinants that can lead to success or failure of a project. For example, the Standish Group International (2009) found an overall rate of failure of the project around 72% in the US. Admittedly, the organizational culture has a strong influence on the success of the projects, but it would be possible to diagnose it for it better lead project teams? Thus, the aim of this study is to analyze the relationship between organizational culture and project management, using for both models like the Competing Values Framework (CVF) and the Organizational Culture Assessment Instrument (OCAI). The use of models is justified because they are the most used in the literature on organizational management, although we did not find empirical studies that use them in the Brazilian context in project management. The method used to obtain the dominant cultural profile for success in project management was the survey, in which the OCAI model was adapted and designed for managers and project team members. It was observed by analyzing the data, the clan culture showed the strong influence for success in project management according to the perception of the survey respondents. Importantly, there is a better culture profile than the other, so the obtained project management culture is only the diagnosis of an organizational culture that may allow obtaining superior performance, ie success in scope of service, quality, cost and schedule. It is argued for further study the importance of employing respondents from different states of Brazil and even from other countries, seeking to establish that there are no influences from other regional cultural factors in the perception of respondents.

O gerenciamento de projetos de forma sistematizada vem se tornando essencial para todo tipo de organização, pois os mercados a cada dia tornam-se cada vez mais competitivos, os recursos mais escassos e os clientes muito mais exigentes. É possível observar isso com o número crescente de empresas que se associam ao Project Management Institute (PMI) - referência nas melhores práticas em gerenciamento de projetos - que desde o final de 2013 possui mais de 400.000 empresas associadas em todo o planeta. Tal tendência é natural, visto que as empresas necessitam se destacar nos negócios em um mercado cada vez mais dinâmico a fim de garantir a sua sobrevivência. De acordo com Gu et al. (2013), uma questão-chave na investigação de gerenciamento de projetos gira em torno de porquê alguns projetos são bem sucedidos, enquanto outros não. Esta questão levou os pesquisadores a explorar determinantes potenciais que possam levar ao sucesso ou fracasso de um projeto. Por exemplo, o Standish Group International (2009) encontrou uma taxa global de fracasso do projeto em torno de 72% nos EUA. É certo que a cultura organizacional exerce forte influência no sucesso dos projetos, mas seria possível diagnosticá-la para com isso melhor conduzir as equipes de projeto? Deste modo, o objetivo do presente estudo foi analisar a relação entre a cultura organizacional e o gerenciamento de projetos, utilizando-se para tanto dos modelos como o Competing Values Framework (CVF) e o Organizational Culture Assessment Instrument (OCAI). O emprego dos modelos se justifica por serem os mais utilizados na literatura em gestão organizacional, embora não tenham sido encontrados estudos empíricos que os utilize no contexto brasileiro em gerenciamento de projetos. O método utilizado para obtenção do perfil cultural dominante para o sucesso em gerenciamento de projetos foi survey, na qual o modelo OCAI foi adaptado e destinado para gerentes e membros de equipe de projetos. Observou-se através da análise dos dados, que a cultura de clã foi a que apresentou forte influência para o sucesso no gerenciamento de projetos de acordo com a percepção dos respondentes da survey. É importante ressaltar que não há um perfil de cultura melhor que o outro, portanto, a cultura de gerenciamento de projetos obtida é apenas o diagnóstico de uma cultura organizacional que poderá permitir a obtenção de um desempenho superior, ou seja, sucesso no atendimento de escopo, qualidade, custo e prazo. Discute-se para estudos futuros a importância de se empregar respondentes de diferentes estados do Brasil e ainda de outros países, buscando estabelecer que não existam influências de outros fatores culturais regionais na percepção dos respondentes. / Project management in a systematic manner has become essential for any type of organization, because the markets every day become increasingly competitive, scarce resources and more demanding customers. You can see this with the growing number of companies that are associated with the Project Management Institute (PMI) - reference the best practices in project management - which since late 2013 has more than 400,000 affiliates around the world. This tendency is natural, since companies need to stand out in business in an increasingly dynamic market in order to ensure their survival. According to Gu et al. (2013), a key issue in project management research centers on why some projects are successful while others do not. This question led the researchers to explore potential determinants that can lead to success or failure of a project. For example, the Standish Group International (2009) found an overall rate of failure of the project around 72% in the US. Admittedly, the organizational culture has a strong influence on the success of the projects, but it would be possible to diagnose it for it better lead project teams? Thus, the aim of this study is to analyze the relationship between organizational culture and project management, using for both models like the Competing Values Framework (CVF) and the Organizational Culture Assessment Instrument (OCAI). The use of models is justified because they are the most used in the literature on organizational management, although we did not find empirical studies that use them in the Brazilian context in project management. The method used to obtain the dominant cultural profile for success in project management was the survey, in which the OCAI model was adapted and designed for managers and project team members. It was observed by analyzing the data, the clan culture showed the strong influence for success in project management according to the perception of the survey respondents. Importantly, there is a better culture profile than the other, so the obtained project management culture is only the diagnosis of an organizational culture that may allow obtaining superior performance, ie success in scope of service, quality, cost and schedule. It is argued for further study the importance of employing respondents from different states of Brazil and even from other countries, seeking to establish that there are no influences from other regional cultural factors in the perception of respondents.

The main objective of this research was to establish a model for emotional intelligence as a determinant of organisational climate. This model should help companies and organisational psychologists to better understand the interrelatedness of the two constructs in order to optimally enhance organisational performance. This research was conducted in a large organisation, utilising a large sample (n = 1 612) of employees in the financial services industry. During the first phase of this research, emotional intelligence was conceptualised from literature research within the trait paradigm and organisational climate as a molar construct. A theoretical model of emotional intelligence as a determinant of organisational climate was developed and suggested a link to organisational output. During the second phase of this research (empirical research), assessment instruments for emotional intelligence (the Gerber Emotional Intelligence Scale) and organisational climate (the High Performance Climate Questionnaire) were developed and validated. Thereafter an assessment instrument for work output was designed to test the link with performance. The structural equation model (SEM) produced a new best-fitting model of emotional intelligence, organisational climate and work output. The model indicates that emotional intelligence does not correlate with work output as expected, but organisational climate does correlates moderately with work output and explains almost 40% of the variance in work output. The strongest influence seems to flow from teamwork and management. The regression weights between emotional intelligence and organisational climate were trivial, although the model fit indices were all within an acceptable range. The researcher attributed the lack of support for the model to the characteristics of the employees of this type of organisation and concluded that emotional intelligence should not be seen as a determinant of organisational climate in this specific financial services sector. The results further indicate that significant differences exist between the organisational climate experiences of four biographical categories (race, position level, age and geographical region) and also for the categories of position level and age for work output. These differences need to be considered when developing future interventions. This research contributes towards a comprehensive understanding of the relationship between emotional intelligence, organisational climate and work output. The three newly developed questionnaires and the SEM could help researchers and practitioners to apply the research model in other industries and subsequently improve organisational outputs. / Industrial and Organisational Psychology / D. Comm. (Industrial and Organisational Psychology)

The main objective of this research was to establish a model for emotional intelligence as a determinant of organisational climate. This model should help companies and organisational psychologists to better understand the interrelatedness of the two constructs in order to optimally enhance organisational performance. This research was conducted in a large organisation, utilising a large sample (n = 1 612) of employees in the financial services industry. During the first phase of this research, emotional intelligence was conceptualised from literature research within the trait paradigm and organisational climate as a molar construct. A theoretical model of emotional intelligence as a determinant of organisational climate was developed and suggested a link to organisational output. During the second phase of this research (empirical research), assessment instruments for emotional intelligence (the Gerber Emotional Intelligence Scale) and organisational climate (the High Performance Climate Questionnaire) were developed and validated. Thereafter an assessment instrument for work output was designed to test the link with performance. The structural equation model (SEM) produced a new best-fitting model of emotional intelligence, organisational climate and work output. The model indicates that emotional intelligence does not correlate with work output as expected, but organisational climate does correlates moderately with work output and explains almost 40% of the variance in work output. The strongest influence seems to flow from teamwork and management. The regression weights between emotional intelligence and organisational climate were trivial, although the model fit indices were all within an acceptable range. The researcher attributed the lack of support for the model to the characteristics of the employees of this type of organisation and concluded that emotional intelligence should not be seen as a determinant of organisational climate in this specific financial services sector. The results further indicate that significant differences exist between the organisational climate experiences of four biographical categories (race, position level, age and geographical region) and also for the categories of position level and age for work output. These differences need to be considered when developing future interventions. This research contributes towards a comprehensive understanding of the relationship between emotional intelligence, organisational climate and work output. The three newly developed questionnaires and the SEM could help researchers and practitioners to apply the research model in other industries and subsequently improve organisational outputs. / Industrial and Organisational Psychology / D. Comm. (Industrial and Organisational Psychology)

Purpose - The purpose of this study is to explore the relationship between the establishment of a Project Management Office and project performance. Particularly, whether or not the establishment of a Project Management Office leads to enhanced project performance in project based organizations.   Framework - The framework developed for the purpose of this study is made out of the different categories of Project Management Office services and functions on the one side and the different dimensions of project performance on the other. The model created tests the individual relationships between the constructs on each side.   Methodology- The study employs a quantitative research design. Project Management Offices in organizations from across the globe and operating in a range of industries and industry segments are investigated. The data for the study is collected using an online questionnaire.   Findings - The findings of this study lead to the belief that the establishment of a Project Management Office and the implementation of a certain set of its services and function will indeed lead to enhanced project performance   Managerial Implications - Managers are made aware of the impact of the Project Management Office on project performance. Moreover, they are given guidelines as to what services and functions to adopt if there were only interested in seeing results on the project level. Limitations - The approach to exploring the subject in hand, the choice of participating organizations, the size of the sample tested, and the framework chosen for the evaluation of project performance are all seen as limitations for this study.

Assumir suposições especiais sobre a função de risco tem sido a estratégia adotada por vários autores, com intuito de garantir modelos gerais e abrangentes, tanto para a análise de dados de sobrevivência quanto de conDabilidade. Neste estudo, modelos aplicados a dados da área de sobrevivência e conDabilidade são considerados. A Dnalidade deste estudo é propor modelos mais Pexíveis e/ou mais abrangentes de forma a generalizar modelos já existentes, bem como estudar suas propriedades e propor possíveis comparações entre os modelos via testes de hipóteses. Considera-se nesta tese, três classes de modelos baseados na função de risco (modelos de risco). A primeira classe apresenta-se como um caso particular do modelo de risco estendido (Louzada-Neto, 1999), formada por modelos que relacionam o parâmetro de escala a covariáveis, sendo que esse relacionamento pode ser considerado log-linear ou log-nãolinear. Considera-se um modelo particular onde a dependência do parâmetro de escala se dá de forma log-não-linear. Na segunda classe considera-se modelos que estão vinculados a dados de riscos competitivos, quando se tem ou não informação sobre qual tipo de risco foi responsável pela falha de um equipamento ou pelo óbito de um paciente. A terceira classe de modelos foi proposta, nesta tese, relacionando o contexto de modelos de longa duração. / Assuming special suppositions for the hazard function have been the strategy used for many authors in order to guarantee general and Pexible models for survival and reliability data. The present thesis considers two classes of hazard models, with the basic objective of proposing more Pexible models, studying their properties and proposing possible comparisons via hypothesis tests. We consider, three families of models where the struture was based in hazard function. The Drst class is a special case of the extented hazard model (Louzada, 1999). This class of models is composed by models with relationship between the scale parameter and the covariates could be log-linear or log-non-linear, we consider the log-non-linear. The second class is into the context of competing risk, where we do not known what kind of risk is responsable for the fail.or death. The third class, proposed in this work refers to a context of long term survivals. All the procedures were ilustrated in real datasets

Esse trabalho contribui com o desenvolvimento de um novo modelo para dados de sobrevivência com sobreviventes de longo termo visando uma formulação e interpretação mais realista do que a apresentada pelos modelos com fração de curados usuais. Motivados pelo estudo do tempo de sobrevivência residual para pacientes oncológicos, o modelo usa o processo de nascimento e morte para permitir a variação do número de fatores de risco latentes durante um período precedente ao acompanhamento médico, considerando, então, um cenário de riscos competitivos para obtenção da função da sobrevivência (imprópria) dos pacientes. Simulações a aplicações à dados do Instituto do Câncer do Estado de São Paulo mostraram vantagens sobre o modelo de tempos de promoção. / This work contributes with a new cure rate survival model developed aiming more realistic formulation and interpretations than the usual long-term survival models. Motivated by studying residual survival times in oncological patients, the model uses birth and death process to allow free variation on the number of latent risk factors during a pre-follow up period, then considers competing risks scenario for accessing the patients survival. Simulations and application to Instituto do Câncer do Estado de São Paulo data showed improvement over the promotion time model.