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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…
math.ST2023
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…