Related papers: Macroeconomic effects on mortality revealed by pan…

As cancer patient survival improves, late effects from treatment are becoming the next clinical challenge. Chemotherapy and radiotherapy, for example, potentially increase the risk of both morbidity and mortality from second malignancies…

This paper studies a panel data setting where the goal is to estimate causal effects of an intervention by predicting the counterfactual values of outcomes for treated units, had they not received the treatment. Several approaches have been…

We introduce and study a non-equilibrium continuous-time dynamical model of the price of a single asset traded by a population of heterogeneous interacting agents in the presence of uncertainty and regulatory constraints. The model takes…

This paper introduces nonparametric econometric methods that characterize general power law distributions under basic stability conditions. These methods extend the literature on power laws in the social sciences in several directions.…

In observational studies, the observed association between an exposure and outcome of interest may be distorted by unobserved confounding. Causal sensitivity analysis can be used to assess the robustness of observed associations to…

Accurate estimation of cancer mortality rates and the comparison across cancer sites, populations or time periods is crucial to public health, as identification of vulnerable groups who suffer the most from these diseases may lead to…

We provide a microeconomic framework for decision trees: a popular machine learning method. Specifically, we show how decision trees represent a non-compensatory decision protocol known as disjunctions-of-conjunctions and how this protocol…

In semicompeting risks problems, nonterminal time-to-event outcomes such as time to hospital readmission are subject to truncation by death. These settings are often modeled with illness-death models for the hazards of the terminal and…

Panel count data refer to the data arising from studies concerning recurrent events where study subjects are observed only at distinct time points. If these study subjects are exposed to recurrent events of several types, we obtain panel…

Understanding and modeling mortality patterns, especially differences in mortality rates between populations, is vital for demographic analysis and public health planning. We compare three statistical models within the age-period framework…

Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…

The econophysics approach to socio-economic systems is based on the assumption of their complexity. Such assumption inevitably lead to another assumption, namely that underlying interconnections within socio-economic systems, particularly…

Trauma mortality results from a multitude of non-linear dependent risk factors including patient demographics, injury characteristics, medical care provided, and characteristics of medical facilities; yet traditional approach attempted to…

In areas of application, including actuarial science and demography, it is increasingly common to consider a time series of curves; an example of this is age-specific mortality rates observed over a period of years. Given that age can be…

In recent years, a wide range of mortality models has been proposed to address the diverse factors influencing mortality rates, which has highlighted the need to perform model selection. Traditional mortality model selection methods, such…

Studies have shown that exposure to air pollution, even at low levels, significantly increases mortality. As regulatory actions are becoming prohibitively expensive, robust evidence to guide the development of targeted interventions to…

This paper describes a general approach for stochastic modeling of assets returns and liability cash-flows of a typical pensions insurer. On the asset side, we model the investment returns on equities and various classes of fixed-income…

Recurrent boom-and-bust cycles are a salient feature of economic and financial history. Cycles found in the data are stochastic, often highly persistent, and span substantial fractions of the sample size. We refer to such cycles as "long".…

This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest -- means, variances, and other moments of the random…

This paper presents an approach to incorporate mortality shocks into mortality projections produced by a stochastic multi-population mortality model. The proposed model combines a decreasing stochastic mortality trend with a…