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Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

Machine Learning · Statistics 2021-02-16 Stefan Groha , Sebastian M Schmon , Alexander Gusev

Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…

Methodology · Statistics 2021-06-24 D. Manevski , H. Putter , M. Pohar Perme , E. F. Bonneville , J. Schetelig , L. C. de Wreede

Comparing the survival times among two groups is a common problem in time-to-event analysis, for example if one would like to understand whether one medical treatment is superior to another. In the standard survival analysis setting, there…

Methodology · Statistics 2023-07-07 Dennis Dobler , Eni Musta

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…

Methodology · Statistics 2023-10-17 Peng Shi , Zifeng Zhao

Melanoma is a type of skin cancer developed from melanocytes. It is one of the most lethal types of cancer, accounting for approximately 75% of skin cancer deaths. Late stage melanoma is very difficult to treat, since the cancer cells are…

Quantitative Methods · Quantitative Biology 2018-11-28 Xue Teng , Fuad Gwadry , Haley McConkey , Scott Ernst , Femida Gwadry-Sridhar

We focus on model risk and risk sensitivity when addressing the insurability of cyber risk. The standard statistical approaches to assessment of insurability and potential mispricing are enhanced in several aspects involving consideration…

Risk Management · Quantitative Finance 2023-03-30 Gareth W. Peters , Matteo Malavasi , Georgy Sofronov , Pavel V. Shevchenko , Stefan Trück , Jiwook Jang

In this paper we investigate the pricing problem of a pure endowment contract when the insurer has a limited information on the mortality intensity of the policyholder. The payoff of this kind of policies depends on the residual life time…

Mathematical Finance · Quantitative Finance 2020-07-23 Claudia Ceci , Katia Colaneri , Alessandra Cretarola

Breast cancer research over the last decade has been tremendous. The ground breaking innovations and novel methods help in the early detection, in setting the stages of the therapy and in assessing the response of the patient to the…

Neural and Evolutionary Computing · Computer Science 2012-06-19 Mahjabeen Mirza Beg , Monika Jain

A multi--state life insurance model is naturally described in terms of the intensity matrix of an underlying (time--inhomogeneous) Markov process which describes the dynamics for the states of an insured person. Between and at transitions,…

Probability · Mathematics 2019-05-14 Mogens Bladt , Søren Asmussen , Mogens Steffensen

Recently, deep learning models have shown the potential to predict breast cancer risk and enable targeted screening strategies, but current models do not consider the change in the breast over time. In this paper, we present a new method,…

Computer Vision and Pattern Recognition · Computer Science 2023-08-29 Hyeonsoo Lee , Junha Kim , Eunkyung Park , Minjeong Kim , Taesoo Kim , Thijs Kooi

This contribution is concerned with price optimisation of the new business for a non-life product. Due to high competition in the insurance market, non-life insurers are interested in increasing their conversion rates on new business based…

Computational Finance · Quantitative Finance 2017-11-22 Maissa Tamraz , Yaming Yang

In order to determine a suitable automobile insurance policy premium one needs to take into account three factors, the risk associated with the drivers and cars on the policy, the operational costs associated with management of the policy…

Machine Learning · Computer Science 2022-09-08 Patrick Hosein

Breast cancer is a common fatal disease for women. Early diagnosis and detection is necessary in order to improve the prognosis of breast cancer affected people. For predicting breast cancer, several automated systems are already developed…

Image and Video Processing · Electrical Eng. & Systems 2020-06-03 Subrato Bharati , Prajoy Podder , M. Rubaiyat Hossain Mondal

Prognostication for lung cancer, a leading cause of mortality, remains a complex task, as it needs to quantify the associations of risk factors and health events spanning a patient's entire life. One challenge is that an individual's…

Machine Learning · Statistics 2025-08-28 Stephen Salerno , Yi Li

Modelling all possible life cycles of a company in a highly competitive economic environment gives a significant advantage to the owner in his business investment activities. This article proposes and analyses a dynamic model of a company's…

General Finance · Quantitative Finance 2019-04-23 O. A. Malafeyev , I. I. Pavlov

Patients with metastatic breast cancer (mBC) undergo repeated computed tomography (CT) imaging during treatment to monitor disease progression. Accurate longitudinal tracking of individual lesions across scans from multiple radiologists is…

In this paper, we investigate a complex variation of the standard joint life annuity policy by introducing three distinct contingent benefits for the surviving member(s) of a couple, along with a contingent benefit for their beneficiaries…

Pricing of Securities · Quantitative Finance 2024-10-17 Kira Henshaw , Cedric H. A. Koffi , Olivier Menoukeu Pamen , Raghid Zeineddine

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

Continuous-time multistate models are widely used for analyzing interval-censored data on disease progression over time. Sometimes, diseases manifest differently and what appears to be a coherent collection of symptoms is the expression of…

Methodology · Statistics 2024-10-08 Yidan Shi , Leilei Zeng , Mary E. Thompson , Suzanne L. Tyas

The classic semi-Markov disability model is expanded with individual and collective health claims to improve its explanatory and predictive power -- in particular in the context of group experience rating. The inclusion of collective health…

Risk Management · Quantitative Finance 2026-05-20 Christian Furrer , Philipp C. Hornung