5 papers
Loss of earning capacity in Denmark -- an actuarial perspective
C. Furrer, O. L. Sandqvist
We describe challenges and opportunities related to risk assessment and mitigation for loss of earning capacity insurance with a special focus on Denmark. The presence of public be…
Event history analysis with time-dependent covariates via landmarking supermodels and boosted trees
Oliver Lunding Sandqvist
We propose a nonparametric method for dynamic prediction in event history analysis with high-dimensional, time-dependent covariates. The approach estimates future conditional hazar…
Estimation for multistate models subject to reporting delays and incomplete event adjudication with application to disability insurance
K. Buchardt, C. Furrer, O. L. Sandqvist
Accurate forecasting of an insurer's outstanding liabilities is vital for the solvency of insurance companies and the financial stability of the insurance sector. For health and di…
A multistate approach to disability insurance reserving with information delays
Oliver Lunding Sandqvist
Disability insurance claims are often affected by lengthy reporting delays and adjudication processes. The classic multistate life insurance modeling framework is ill-suited to han…
A doubly robust learner for regression and inference with right-censored outcomes
Oliver Lunding Sandqvist
This paper introduces a general framework for doubly robust nonparametric regression with right-censored outcomes, adapting the strategy of the 'DR-learner' for heterogeneous treat…