Modeling multistate health transitions with a most-recent-event Hawkes process

<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>Modeling multistate health transitions with a most-recent-event Hawkes process</title>
</titleInfo>
<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20190009515">
<namePart>Xu, Mengyi</namePart>
<nameIdentifier>MAPA20190009515</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<genre authority="marcgt">periodical</genre>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">esp</placeTerm>
</place>
<dateIssued encoding="marc">2026</dateIssued>
<issuance>serial</issuance>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
</physicalDescription>
<abstract displayLabel="Summary">The paper develops a multistate health transition model based on a most-recent-event Hawkes process to capture the effect of past disability and duration dependence on future health transitions. Unlike traditional Markov or Hawkes models, the proposed approach focuses on the most recent transition, preserving semi-Markov tractability while incorporating self-exciting effects. The model is estimated using a Monte Carlo EM algorithm to address incomplete prestudy information. Results show significant impacts of disability history on transition intensities, improved goodness of fit, and important implications for life expectancy estimation and insurance pricing, particularly for long-term care insurance and life annuities</abstract>
<note type="statement of responsibility">Jiwon Jung, Kiseop Lee and Mengyi Xu</note>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579258">
<topic>Cálculo actuarial</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080562144">
<topic>Discapacidad</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20160001778">
<topic>Modelos Semi-Markov</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080580377">
<topic>Esperanza de vida</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080555016">
<topic>Longevidad</topic>
</subject>
<classification authority="">6</classification>
<relatedItem type="host">
<titleInfo>
<title>North American actuarial journal</title>
</titleInfo>
<originInfo>
<publisher>Schaumburg : Society of Actuaries, 1997-</publisher>
</originInfo>
<identifier type="issn">1092-0277</identifier>
<identifier type="local">MAP20077000239</identifier>
<part>
<text>16/03/2026 Tomo 30 Número 1 - 2026 , 23 p.</text>
</part>
</relatedItem>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">260421</recordCreationDate>
<recordChangeDate encoding="iso8601">20260422173902.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20260012353</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>