For linear-rate master equations the generating function admits an exact composition-multiplier representation whose Taylor coefficients on any finite window are obtained from a closed lower-triangular ODE of size 2(N+1), independent of the truncation cap N; the same closure is combined with Strang–
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Establishes strong consistency and weak convergence for inverse-probability-weighted estimators of state-specific cumulative payment processes in a sojourn-payment model for aggregated multi-state systems under left-truncation and right-censoring.
Reviews asymptotic normality conditions for counting-process REMs under varying limits of n and T, with simulations illustrating effects of modeling choices like windowing and log transforms on Cox-type models.
citing papers explorer
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Solving linear-rate ODE hierarchies (like master equations) using closures and operator splitting
For linear-rate master equations the generating function admits an exact composition-multiplier representation whose Taylor coefficients on any finite window are obtained from a closed lower-triangular ODE of size 2(N+1), independent of the truncation cap N; the same closure is combined with Strang–
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Payment Process Estimation in Aggregated Insurance Models
Establishes strong consistency and weak convergence for inverse-probability-weighted estimators of state-specific cumulative payment processes in a sojourn-payment model for aggregated multi-state systems under left-truncation and right-censoring.
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A Counting Process View of Relational Event Models: Practical Asymptotics
Reviews asymptotic normality conditions for counting-process REMs under varying limits of n and T, with simulations illustrating effects of modeling choices like windowing and log transforms on Cox-type models.