Related papers: Quantifying Health Shocks Over the Life Cycle
We revisit the saving behavior of elderly singles using an adversarial structural estimation framework by Kaji, Manresa and Pouliot (2023). The method bridges the simulated method of moments (SMM) and maximum-likelihood estimation by…
Treatment of cancer involves heterogeneous, complex care pathways. The relationship between these longitudinal trajectories, baseline mental health, and prognostic outcomes remains poorly understood. We introduce an interpretable…
We are interested in describing the infected size of the SIS Epidemic model using Birth-Death Markov process. The Susceptible-Infected-Susceptible (SIS) model is defined within a population of constant size $M$; the size is kept constant by…
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…
This study provides new evidence on how medical care mitigates the economic consequences of health shocks for individuals and their partners. To identify causal effects, I focus on medical scientific discoveries and exploit longitudinal…
Many countries have experienced at least two waves of the COVID-19 pandemic. The second wave is far more dangerous as distinct strains appear more harmful to human health, but it stems from the complacency about the first wave. This paper…
Aggregated health data such as claims data from health insurances become more and more available for research purposes. Estimates of excess mortality from prevalence and incidence of a chronic condition have only been possible for ages 50…
Competing risks models can involve more than one time scale. A relevant example is the study of mortality after a cancer diagnosis, where time since diagnosis but also age may jointly determine the hazards of death due to different causes.…
We use observed transmission line outage data to make a Markov influence graph that describes the probabilities of transitions between generations of cascading line outages, where each generation of a cascade consists of a single line…
There is a mounting crisis in delivering affordable healthcare in the US. For decades, key decision makers in the public and private sectors have considered cost-effectiveness in healthcare a top priority. Their actions have focused on…
Chronic diseases are long-lasting conditions that require lifelong medical attention. Using big EMR data, we have developed early disease risk prediction models for five common chronic diseases: diabetes, hypertension, CKD, COPD, and…
We investigate how crises alter societies by analyzing the timing and channels of change using a longitudinal multi-wave survey of a representative sample of Americans throughout 2020. This methodology allows us to overcome some of the…
We study the accurate and efficient computation of the expected number of times each state is visited in discrete- and continuous-time Markov chains. To obtain sound accuracy guarantees efficiently, we lift interval iteration and…
Cancer Screening has been widely recognized as an effective strategy for preventing the disease. Despite its effectiveness, determining when to start screening is complicated, because starting too early increases the number of screenings…
After birth setting up an effective immune system is a major challenge for all living organisms. In this paper we show that this process can be explored by using the age-specific infant death rate as a kind of sensor. This is made possible…
We introduce a novel class of bivariate common-shock discrete phase-type (CDPH) distributions to describe dependencies in loss modeling, with an emphasis on those induced by common shocks. By constructing two jointly evolving terminating…
Obesity is one of the leading health concerns in the United States. Researchers and health care providers are interested in understanding factors affecting obesity and detecting the likelihood of obesity as early as possible. In this paper,…
We aim to comprehensively identify typical life-spanning trajectories and critical events that impact patients' hospital utilization and mortality. We use a unique dataset containing 44 million records of almost all inpatient stays from…
The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…
In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new norm-wise…