Related papers: Mortality and Longevity Valuation - A Quantitative…
Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…
This paper studies a quantum risk-sensitive estimation problem and investigates robustness properties of the filter. This is a direct extension to the quantum case of analogous classical results. All investigations are based on a discrete…
The present review deals with the computer simulation of biological ageing as well as its demographic consequences for industrialized societies.
Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…
When modelling competing risks survival data, several techniques have been proposed in both the statistical and machine learning literature. State-of-the-art methods have extended classical approaches with more flexible assumptions that can…
As the rapid proliferation of AI systems and harms spurs efforts in AI governance around the world, prioritizing among competing policy options has become increasingly challenging for policymakers and researchers. We introduce a methodology…
We present a method to quantify a system's resilience capacity, i.e., the set of degradation magnitudes for which all functional requirements remain satisfied. These requirements come from human stakeholders (e.g., operators, planners) who…
According to the World Health Organization (WHO), cancer is the second leading cause of death globally. Scientific research on different types of cancers grows at an ever-increasing rate, publishing large volumes of research articles every…
A new stochastic method for describing mortality is proposed and explored. It is based on differences of observed times series of the transform $\log(-\log x)$ of survival probabilities which seem to follow simple patterns over the years.…
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…
In recent years, quantum computation has been rapidly advancing, driving a technological revolution with significant potential across various sectors, particularly in finance. Despite this, the insurance industry, an essential tool for…
Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often…
This paper assesses the hedge effectiveness of an index-based longevity swap and a longevity cap. Although swaps are a natural instrument for hedging longevity risk, derivatives with non-linear pay-offs, such as longevity caps, also provide…
Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…
This Ph.D. thesis provides a comprehensive review of the state-of-the-art in the field of Variational Quantum Algorithms and Quantum Machine Learning, including numerous original contributions. The first chapters are devoted to a brief…
We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…
This paper surveys the field of quantum computer algorithms. It gives a taste of both the breadth and the depth of the known algorithms for quantum computers, focusing on some of the more recent results. It begins with a brief review of…
Forecasts of mortality provide vital information about future populations, with implications for pension and health-care policy as well as for decisions made by private companies about life insurance and annuity pricing. Stochastic…
This effort examines the intersection of the emerging field of quantum computing and the more established field of evolutionary computation. The goal is to understand what benefits quantum computing might offer to computational intelligence…
Much algorithmic research in NLP aims to efficiently manipulate rich formal structures. An algorithm designer typically seeks to provide guarantees about their proposed algorithm -- for example, that its running time or space complexity is…