3 papers
math.ST2026
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…
q-fin.RM2025
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…
stat.ME2024
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…