{"ID":5443873,"CreatedAt":"2026-07-01T02:07:11.383974684Z","UpdatedAt":"2026-07-03T16:35:57.158869329Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2606.31970","arxiv_id":"2606.31970","title":"Payment Process Estimation in Aggregated Insurance Models","abstract":"Insurance payments may depend on latent micro states although only macro states and realized payments are observed. We study a sojourn-payment model for such aggregated multi-state systems under left-truncation and right-censoring. Starting from a micro-to-macro projection, we establish strong consistency and weak convergence for inverse-probability-weighted estimators of state-specific cumulative payment processes.","short_abstract":"Insurance payments may depend on latent micro states although only macro states and realized payments are observed. We study a sojourn-payment model for such aggregated multi-state systems under left-truncation and right-censoring. Starting from a micro-to-macro projection, we establish strong consistency and weak conv...","url_abs":"https://arxiv.org/abs/2606.31970","url_pdf":"https://arxiv.org/pdf/2606.31970v1","authors":"[\"Martin Bladt\",\"Marcus Christiansen\"]","published":"2026-06-30T17:11:55Z","proceeding":"stat.ME","tasks":"[\"stat.ME\",\"math.PR\",\"math.ST\"]","methods":"[]","has_code":false}