Related papers: Etude du risque syst\'ematique de mortalit\'e
It is of growing concern to ensure resilience in power distribution systems to extreme weather events. However, there are no clear methodologies or metrics available for resilience assessment that allows system planners to assess the impact…
Frailty and resilience models provide a way to introduce random effects in hazard and reversed hazard rate modeling by random variables, called frailty and resilience random variables, respectively, to account for unobserved or unexplained…
The predominant way of modelling mortality rates is the Lee-Carter model and its many extensions. The Lee-Carter model and its many extensions use a latent process to forecast. These models are estimated using a two-step procedure that…
This paper proposes a market consistent valuation framework for variable annuities with guaranteed minimum accumulation benefit, death benefit and surrender benefit features. The setup is based on a hybrid model for the financial market and…
Assessing the causal effect of time-varying exposures on recurrent event processes is challenging in the presence of a terminating event. Our objective is to estimate both the short-term and delayed marginal causal effects of exposures on…
As the developed world replaces Defined Benefit (DB) pension plans with Defined Contribution (DC) plans, there is a need to develop decumulation strategies for DC plan holders. Optimal decumulation can be viewed as a problem in optimal…
In a survival analysis context we suggest a new method to estimate the piecewise constant hazard rate model. The method provides an automatic procedure to find the number and location of cut points and to estimate the hazard on each cut…
The primary goal of this research is to investigate the impact of delay on the dynamics of the Susceptible-Exposed-Infected-Recovered-Death and Susceptible (SEIRDS) model, to which we add a stochastic term to account for uncertainty in…
We derive a general multiple state model for critical illness insurances. In contrast to the classical model, we take into account that the probability of death for a dread disease sufferer may depend on the duration of the disease, and the…
Likelihood profiling is an efficient and powerful frequentist approach for parameter estimation, uncertainty quantification and practical identifiablity analysis. Unfortunately, these methods cannot be easily applied for stochastic models…
The existing life table method needs to calculate the age-specific mortality first, not only has too many and complicated calculation steps, but also introduces the multiple approximation to bring error. This paper redefines the probability…
Mathematical modeling is one of the key factors of the effective control of newly found infectious diseases, such as COVID-19. Our knowledge about the parameters and the course of the infection is highly limited in the beginning of the…
We research into the clinical, biochemical and neuroimaging factors associated with the outcome of stroke patients to generate a predictive model using machine learning techniques for prediction of mortality and morbidity 3 months after…
This paper examines the retirement decision, optimal investment, and consumption strategies under an age-dependent force of mortality. We formulate the optimization problem as a combined stochastic control and optimal stopping problem with…
We introduce a statistical framework for combining data from multiple large longitudinal cardiovascular cohorts to enable the study of long-term cardiovascular health starting in early adulthood. Using data from seven cohorts belonging to…
This paper is concerned with a stochastic model for the spread of an SEIR (susceptible -> exposed (=latent) -> infective -> removed) epidemic with a contact tracing scheme, in which removed individuals may name some of their infectious…
We develop a simulation tool to support policy-decisions about healthcare for chronic diseases in defined populations. Incident disease-cases are generated in-silico from an age-sex characterised general population using standard…
In health cohort studies, repeated measures of markers are often used to describe the natural history of a disease. Joint models allow to study their evolution by taking into account the possible informative dropout usually due to clinical…
Consider an insurance company exposed to a stochastic economic environment that contains two kinds of risk. The first kind is the insurance risk caused by traditional insurance claims, and the second kind is the financial risk resulting…
In recent years, a wide range of mortality models has been proposed to address the diverse factors influencing mortality rates, which has highlighted the need to perform model selection. Traditional mortality model selection methods, such…