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dc.contributor.authorPiulachs Lozada-Benavente, Xavier-
dc.contributor.authorAlemany Leira, Ramon-
dc.contributor.authorGuillén, Montserrat-
dc.contributor.authorRizopoulos, Dimitris-
dc.description.abstractAging societies have given rise to important challenges in the field of health insurance. Elderly policyholders need to be provided with fair premiums based on their individual health status, whereas insurance companies want to plan for the potential costs of tackling lifetimes above mean expectations. In this article, we focus on a large cohort of policyholders in Barcelona (Spain), aged 65 years and over. A shared-parameter joint model is proposed to analyse the relationship between annual demand for emergency claims and time until death outcomes, which are subject to left truncation. We compare different functional forms of the association between both processes, and, furthermore, we illustrate how the fitted model provides time-dynamic predictions of survival probabilities. The parameter estimation is performed under the Bayesian framework using Markov chain Monte Carlo methods.-
dc.format.extent26 p.-
dc.publisherInstitut d'Estadística de Catalunya-
dc.relation.isformatofReproducció del document publicat a:
dc.relation.ispartofSort (Statistics and Operations Research Transactions), 2017, vol. 41, num. 2, p. 347-372-
dc.rightscc-by-nc-nd (c) Piulachs Lozada-Benavente, Xavier et al., 2017-
dc.sourceArticles publicats en revistes (Econometria, Estadística i Economia Aplicada)-
dc.subject.classificationRisc (Assegurances)-
dc.subject.classificationEstadística matemàtica-
dc.subject.classificationAssegurances de malaltia-
dc.subject.classificationAvaluació de l'assistència mèdica-
dc.subject.classificationAnàlisi de dades de panel-
dc.subject.otherRisk (Insurance)-
dc.subject.otherMathematical statistics-
dc.subject.otherHealth insurance-
dc.subject.otherMedical care evaluation-
dc.subject.otherPanel analysis-
dc.titleJoint models for longitudinal counts and left-truncated time-to-event data with applications to health insurance-
Appears in Collections:Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)

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