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The number of recurrent events before a terminating event is often of interest. For instance, death terminates an individual's process of rehospitalizations and the number of rehospitalizations is an important indicator of economic cost. We…

Causal inference is widely used in various fields, such as biology, psychology and economics, etc. In observational studies, we need to balance the covariates before estimating causal effect. This study extends the one-dimensional entropy…

This paper investigates how to measure common market risk factors using newly proposed Panel Quantile Regression Model for Returns. By exploring the fact that volatility crosses all quantiles of the return distribution and using penalized…

This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

How long people live depends on their health, and how it changes with age. Individual health can be tracked by the accumulation of age-related health deficits. The fraction of age-related deficits is a simple quantitative measure of human…

In recent years, improvements in all-cause mortality rates and life expectancies for males and females in England and Wales have slowed down. In this paper, cause-specific mortality data for England and Wales from 2001 to 2018 are used to…

In studies of recurrent events, joint modeling approaches are often needed to allow for potential dependent censoring by a terminal event such as death. Joint frailty models for recurrent events and death with an additional dependence…

The Cox proportional hazards model is routinely used to analyze time-to-event data. To use this model requires the definition of a unique well-defined time scale. Most often, observation time is used as the time scale for both clinical and…

This paper suggests that business cycles may be a manifestation of coupled real economy and stock market dynamics and describes a mechanism that can generate economic fluctuations consistent with observed business cycles. To this end, we…

Markets have internal dynamics leading to excess volatility and other phenomena that are difficult to explain using rational expectations models. This paper studies these using a nonequilibrium price formation rule, developed in the context…

This paper extends Bayesian mortality projection models for multiple populations considering the stochastic structure and the effect of spatial autocorrelation among the observations. We explain high levels of overdispersion according to…

Mortality forecasting methods in the Lee-Carter tradition extrapolate temporal components via time-series models, often producing forecasts that systematically underpredict life expectancy at long horizons. This bias is consequential for…

In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…

Panel count data is common when the study subjects are exposed to recurrent events, observed only at discrete time points. In this article, we consider the regression analysis of panel count data with multiple modes of recurrence. We…

Patients with breast cancer tend to die from other diseases, so for studies that focus on breast cancer, a competing risks model is more appropriate. Considering subdistribution hazard ratio, which is used often, limited to model…

General functions for human survival and mortality may support a possibility of general mechanisms in human ageing. We discovered that the survival and mortality curves could be described very simply and accurately by the Weibull survival…

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…

The analysis of the demographic transition of the past century and a half, using both empirical data and mathematical models, has rendered a wealth of well-established facts, including the dramatic increases in life expectancy. Despite…

In some randomized clinical trials, patients may die before the measurements of their outcomes. Even though randomization generates comparable treatment and control groups, the remaining survivors often differ significantly in background…

Nonlinear panel data models with fixed individual effects provide an important set of tools for describing microeconometric data. In a large class of such models (including probit, proportional hazard and quantile regression to name just a…