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A sum-wise formulation is proposed for the Kaplan-Meier product limit estimator of partially right-censored survival data. The derived representation permits to write the population's estimator as a sum over its individual units'…

Methodology · Statistics 2025-11-10 Malte C. Tichy

The distribution of health care payments to insurance plans has substantial consequences for social policy. Risk adjustment formulas predict spending in health insurance markets in order to provide fair benefits and health care coverage for…

Applications · Statistics 2021-02-25 Anna Zink , Sherri Rose

Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money. In this article we discuss some aspects of random shifting…

Methodology · Statistics 2014-10-08 Enkelejd Hashorva , Lanpeng Ji

In many business applications, including online marketing and customer churn prevention, randomized controlled trials (RCT's) are conducted to investigate on the effect of specific treatment (coupon offers, advertisement mailings,...). Such…

Methodology · Statistics 2024-01-26 Björn Bokelmann , Stefan Lessmann

We present a design and financial analysis of a health insurance based on an SIH-type epidemic model. Specifically, we first construct the model in a continuous form, study its dynamical properties, and formulate the financial quantities…

Dynamical Systems · Mathematics 2024-08-13 Jonathan Hoseana , Felivia Kusnadi , Gracia Stephanie , Levana Loanardo , Catherine Wijaya

The demand for voluntary insurance against low-probability, high-impact risks is lower than expected. To assess the magnitude of the demand, we conduct a meta-analysis of contingent valuation studies using a dataset of experimentally…

Risk Management · Quantitative Finance 2024-02-27 Selim Mankaï , Sébastien Marchand , Ngoc Ha Le

The study deals with the assessment of risk measures for Health Plans in order to assess the Solvency Capital Requirement. For the estimation of the individual health care expenditure for several episode types, we suggest an original…

Risk Management · Quantitative Finance 2020-11-19 Fabio Baione , Davide Biancalana , Paolo De Angelis

We propose a method for reporting how program evaluations reduce gaps between groups, such as the gender or Black-white gap. We first show that the reduction in disparities between groups can be written as the difference in conditional…

Econometrics · Economics 2022-01-19 Paul Goldsmith-Pinkham , Karen Jiang , Zirui Song , Jacob Wallace

Randomized experiments are the gold standard for estimating treatment effects, and randomization serves as a reasoned basis for inference. In widely used stratified randomized experiments, randomization-based finite-population asymptotic…

Statistics Theory · Mathematics 2026-05-20 Haoyang Yu , Ke Zhu , Hanzhong Liu

Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…

Applications · Statistics 2014-05-09 Georg Hofmann

Importance sampling is a popular variance reduction method for Monte Carlo estimation, where a notorious question is how to design good proposal distributions. While in most cases optimal (zero-variance) estimators are theoretically…

Statistics Theory · Mathematics 2021-02-22 Carsten Hartmann , Lorenz Richter

A quarter-century of statistical research has shown that census coverage surveys, valuable as they are in offering a report card on each decennial census, do not provide usable estimates of geographical differences in coverage. The…

Applications · Statistics 2008-12-18 Kenneth Wachter

The paper illustrates an application of the Resampling approach [2] for the estimation of the aircraft circulation plan reliability. Resampling is an intensive computer statistical method, which can be used effectively in the case of small…

Applications · Statistics 2013-05-14 Maxim Fioshin

Estimating the causal effect of a treatment or health policy with observational data can be challenging due to an imbalance of and a lack of overlap between treated and control covariate distributions. In the presence of limited overlap,…

Methodology · Statistics 2025-03-24 Martha Barnard , Jared D. Huling , Julian Wolfson

The assurance method is growing in popularity in clinical trial planning. The method involves eliciting a prior distribution for the treatment effect, and then calculating the probability that a proposed trial will produce a `successful'…

Methodology · Statistics 2019-05-30 Ziyad A. Alhussain , Jeremy E. Oakley

Representative risk estimation is fundamental to clinical decision-making. However, risks are often estimated from non-representative epidemiologic studies, which usually underrepresent minorities. "Model-based" methods use population…

Methodology · Statistics 2023-04-12 Lingxiao Wang , Yan Li , Barry I. Graubard , Hormuzd A. Katki

We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…

Methodology · Statistics 2020-07-06 Edgar Bueno , Dan Hedlin

Compartmental models are valuable tools for investigating infectious diseases. Researchers building such models typically begin with a simple structure where compartments correspond to individuals with different epidemiological statuses,…

Populations and Evolution · Quantitative Biology 2023-07-21 Darren Flynn-Primrose , Steven C. Walker , Michael Li , Benjamin M. Bolker , David J. D. Earn , Jonathan Dushoff

Probability samples are the preferred method for providing inferences that are generalizable to a larger population. However, when a small (or rare) subpopulation is the group of interest, this approach is unlikely to yield a sample size…

Methodology · Statistics 2019-08-13 Michael W. Robbins , Bonnie Ghosh-Dastidar , Rajeev Ramchand

In this paper, we aim to compute numerical approximation integral by using an adaptive Monte Carlo algorithm. We propose a stratified sampling algorithm based on an iterative method which splits the strata following some quantities called…

Numerical Analysis · Mathematics 2015-07-22 Toni Sayah
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