2 papers
math.ST2025
Non-parametric estimators of scaled cash flows
T. Bathke, C. Furrer
In multi-state life insurance, incidental policyholder behavior gives rise to expected cash flows that are not easily targeted by classic non-parametric estimators if data is subje…
math.ST2024
On the Estimation of bivariate Conditional Transition Rates
Theis Bathke
Recent literature has found conditional transition rates to be a useful tool for avoiding Markov assumptions in multi-state models. While the estimation of univariate conditional t…