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Often in Phase 3 clinical trials measuring a long-term time-to-event endpoint, such as overall survival or progression-free survival, investigators also collect repeated measures on biomarkers which may be predictive of the primary…
We investigate patterns of assortative matching on risk attitude, using self-reported (ordinal) data on risk attitudes for males and females within married couples, from the German Socio-Economic Panel over the period 2004-2012. We apply a…
This paper generalizes a previously published differential equation that describes the relation between the age-specific incidence, remission, and mortality of a disease with its prevalence. The underlying model is a simple compartment…
In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…
We use life annuity prices to extract information about human longevity using a framework that links the term structure of mortality and interest rates. We invert the model and perform nonlinear least squares to obtain implied longevity…
Consider a subject or unit in a longitudinal biomedical, public health, engineering, economic, or social science study which is being monitored over a possibly random duration. Over time this unit experiences competing recurrent events and…
Biological aging is characterized by an age-dependent increase in the probability of death and by a decrease in the reproductive capacity. Individual age-dependent rates of survival and reproduction have a strong impact on population…
Longitudinal and survival sub-models are two building blocks for joint modelling of longitudinal and time to event data. Extensive research indicates separate analysis of these two processes could result in biased outputs due to their…
We are interested in survival analysis of hemodialysis patients for whom several biomarkers are recorded over time. Motivated by this challenging problem, we propose a general framework for multivariate joint longitudinal-survival modeling…
In this paper we propose a multi-state model for the evaluation of the conversion option contract. The multi-state model is based on age-indexed semi-Markov chains that are able to reproduce many important aspects that influence the…
This article presents a new model for demographic simulation which can be used to forecast and estimate the number of people in pension funds (contributors and retirees) as well as workers in a public institution. Furthermore, the model…
We introduce a collective model for life insurance where the heterogeneity of each insured, including the health state, is modeled by a diffusion process. This model is influenced by concepts in statistical mechanics. Using the proposed…
We solve a lifecycle model in which the consumer's chronological age does not move in lockstep with calendar time. Instead, biological age increases at a stochastic non-linear rate in time like a broken clock that might occasionally move…
In this paper, we investigate various stochastic orderings for series and parallel systems with independent and heterogeneous components having lifetimes following the proportional odds model. We also investigate comparisons between system…
Economic variables play important roles in any economic model, and sudden and dramatic changes exist in the financial market and economy. For this reason, to price and hedge equity-linked life insurance products, including segregated funds…
We develop a linear one-sex dynamical model of human population reproduction through marriage. In our model, a woman may marry and divorce multiple times; however, only women who are currently married are assumed to bear children. The…
Within-individual variability of health indicators measured over time is becoming commonly used to inform about disease progression. Simple summary statistics (e.g. the standard deviation for each individual) are often used but they are not…
Studies of Alzheimer's disease (AD) often collect multiple longitudinal clinical outcomes, which are correlated and predictive of AD progression. It is of great scientific interest to investigate the association between the outcomes and…
At the physiological level, aging is neither rigid nor unchangeable. Instead, the molecular and mechanisms driving aging are sufficiently plastic that a variety of diverse interventions--dietary, pharmaceutical, and genetic--have been…
A probability model is presented for the dynamics of mutation-selection balance in a haploid infinite-population infinite-sites setting sufficiently general to cover mutation-driven changes in full age-specific demographic schedules. The…