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In multi-state life insurance, an adequate balance between analytic tractability, computational efficiency, and statistical flexibility is of great importance. This might explain the popularity of Markov chain modelling, where matrix…
In health cohort studies, repeated measures of markers are often used to describe the natural history of a disease. Joint models allow to study their evolution by taking into account the possible informative dropout usually due to clinical…
Joint models initially dedicated to a single longitudinal marker and a single time-to-event need to be extended to account for the rich longitudinal data of cohort studies. Multiple causes of clinical progression are indeed usually…
We propose a flexible joint longitudinal-survival framework to examine the association between longitudinally collected biomarkers and a time-to-event endpoint. More specifically, we use our method for analyzing the survival outcome of…
Modeling how individuals evolve over time is a fundamental problem in the natural and social sciences. However, existing datasets are often cross-sectional with each individual observed only once, making it impossible to apply traditional…
A method yielding simple relationships among bilateral birth-and-death processes is outlined. This allows one to relate birth and death rates of two processes in such a way that their transition probabilities, first-passage-time densities…
Different strategies of reliability theory for the analysis of coherent systems have been studied by various researchers. Here, the Gini-type index is utilized as an applicable tool for the study and comparison of the ageing properties of…
The dynamics of close relationships is important for understanding the migration patterns of individual life-courses. The bottom-up approach to this subject by social scientists has been limited by sample size, while the more recent…
The sexual version of the Penna model of biological ageing, simulated since 1996, is compared here with alternative forms of reproduction as well as with models not involving ageing. In particular we want to check how sexual forms of life…
Multi-state survival analysis considers several potential events of interest along a disease pathway. Such analyses are crucial to model complex patient trajectories and are increasingly being used in epidemiological and health economic…
We use a simple model for biological ageing to study the mortality of the population, obtaining a good agreement with the Gompertz law. We also simulate the same model on a square lattice, considering different strategies of parental care.…
Although species longevity is subject to a diverse range of selective forces, the mortality curves of a wide variety of organisms are rather similar. We argue that aging and its universal characteristics may have evolved by means of a…
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…
Application of some basic notions and statistics of ageing distributions used in mathematical theory of reliability including the Gini-type index is discussed as a methodological tool for investigation of human population ageing and…
Aging is a fundamental aspect of living systems that undergo a progressive deterioration of physiological function with age and an increase of vulnerability to disease and death. Living systems, known as complex systems, require complexity…
Products manufactured from the same batch or utilized in the same region often exhibit correlated lifetime observations due to the latent heterogeneity caused by the influence of shared but unobserved covariates. The unavailable…
In this paper we study the distributional properties of a vector of lifetimes in which each lifetime is modeled as the first arrival time between an idiosyncratic shock and a common systemic shock. Despite unlike the classical…
We propose a dependence-aware predictive modeling framework for multivariate risks stemmed from an insurance contract with bundling features - an important type of policy increasingly offered by major insurance companies. The bundling…
Joint models are well suited to modelling linked data from laboratories and health registers. However, there are few examples of joint models that allow for (a) multiple markers, (b) multiple survival outcomes (including terminal events,…
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…