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X-WR-CALDESC:Events for CREST
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DTSTART:20230326T010000
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DTSTART:20231029T010000
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DTSTART;TZID=Europe/Helsinki:20230130T121500
DTEND;TZID=Europe/Helsinki:20230130T133000
DTSTAMP:20260716T193218
CREATED:20230106T061541Z
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SUMMARY:Sebastian Fleitas (University of Leuven) "Reclassification Risk in the Small Group Health Insurance Market"
DESCRIPTION:The Micro Seminar:\nTime: 12:15 pm – 13:30 pm\nDate: 30th of January 2023 \nRoom 3001 \nSebastian Fleitas (University of Leuven) “Reclassification Risk in the Small Group Health Insurance Market” \nAbstract : “We evaluate reclassification risk in the small group health insurance market from a period before ACA community rating regulations. Reclassification risk in this setting is of key policy relevance and also a matter of debate. We use detailed claims and premiums data from a large insurance company and control non-parametrically for selection. We find a pass through of 16% from changes in health risk to changes in premiums\, with a stronger equilibrium relationship between premiums and risk. This pattern is consistent with the insurer implicitly offering “guaranteed renewability” contracts with one-sided pricing commitment. We further find that groups whose health risk decreases have premiums that are more responsive to risk\, which the guar- anteed renewability model attributes to ex post renegotiation. The observed pricing policy adds 60% of the consumer welfare gain from community rating relative to experience rating. The welfare gains are limited because employers and employees switch coverage frequently. ” \n  \nSponsors:\nCREST \n
URL:https://crest.science/event/sebastian-fleitas-university-of-leuven-reclassification-risk-in-the-small-group-health-insurance-market/
CATEGORIES:Applied Seminar,Economics,Seminars
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DTSTART;TZID=Europe/Helsinki:20230130T140000
DTEND;TZID=Europe/Helsinki:20230130T151500
DTSTAMP:20260716T193218
CREATED:20230116T053404Z
LAST-MODIFIED:20230116T053404Z
UID:14548-1675087200-1675091700@crest.science
SUMMARY:Eftychia SOLEA (CREST-ENSAI)  “High-dimensional Nonparametric Functional Graphical Models via the Functional Additive Partial Correlation Operator ”
DESCRIPTION:Statistical Seminar: Every Monday at 2:00 pm.\nTime: 2:00 pm – 3:15 pm\nDate: 30th of January 2023\nPlace: Room 3001 \n  \nEftychia SOLEA (CREST-ENSAI) – “High-dimensional Nonparametric Functional Graphical Models via the Functional Additive Partial Correlation Operator ” \nAbstract: \nThis article develops a novel approach for estimating a high-dimensional and nonparametric graphical model for functional data. Our approach is built on a new linear operator\, the functional additive partial correlation operator\, which extends the partial correlation matrix to both the nonparametric and functional settings. We show that its nonzero elements can be used to characterize the graph\, and we employ sparse regression techniques for graph estimation. Moreover\, the method does not rely on any distributional assumptions and does not require the computation of multi-dimensional kernels\, thus avoiding the curse of dimensionality. We establish both estimation consistency and graph selection consistency of the proposed estimator\, while allowing the number of nodes to grow with the increasing sample size. Through simulation studies\, we demonstrate that our method performs better than existing methods in cases where the Gaussian or Gaussian copula assumption does not hold. We also demonstrate the performance of the proposed method by a study of an electroencephalography data set to construct a brain network. \n  \n  \n  \nOrganizers:\nCristina BUTUCEA (CREST)\, Alexandre TSYBAKOV (CREST)\, Karim LOUNICI (CMAP) \, Jaouad MOURTADA (CREST)\nSponsors:\nCREST-CMAP \n
URL:https://crest.science/event/eftychia-solea-crest-ensai-high-dimensional-nonparametric-functional-graphical-models-via-the-functional-additive-partial-correlation-operator/
CATEGORIES:Statistics
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