Related papers: Etude du risque syst\'ematique de mortalit\'e
In this paper, we investigate various stochastic orderings for series and parallel systems with independent and heterogeneous components having lifetimes following the proportional odds model. We also investigate comparisons between system…
In order to implement disease-specific interventions in young age groups, policy makers in low- and middle-income countries require timely and accurate estimates of age- and cause-specific child mortality. High quality data is not available…
We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…
Existing mortality forecasting methods focus on age-specific mortality rates, which lie in an unconstrained space and overlook the distributional nature of life-table death counts. Few studies have developed and compared forecasting methods…
Will the United Kingdom's ageing population be fit and independent, or suffer from greater chronic ill health? Healthy life expectancy is commonly used to assess this: it is an estimate of how many years are lived in good health over the…
In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and…
A linear mixed-effects (LME) model is proposed for modelling and forecasting single and multi-population age-specific death rates (ASDRs). The innovative approach that we take in this study treats age, the interaction between gender and…
We survey systemic risks to financial markets and present a high-level description of an algorithm that measures systemic risk in terms of coupled networks.
As cancer patient survival improves, late effects from treatment are becoming the next clinical challenge. Chemotherapy and radiotherapy, for example, potentially increase the risk of both morbidity and mortality from second malignancies…
Like density functions, period life-table death counts are nonnegative and have a constrained integral, and thus live in a constrained nonlinear space. Implementing established modelling and forecasting methods without obeying these…
Systemic risk measures were introduced to capture the global risk and the corresponding contagion effects that is generated by an interconnected system of financial institutions. To this purpose, two approaches were suggested. In the first…
Bayesian models are increasing fit to large administrative data sets and then used to make individualized recommendations. For instance, Medicare's Hospital Compare webpage provides information to patients about specific hospital mortality…
The purpose of the research presented in this article is to develop a dynamic system for forecasting and minimizing the risks of an industrial company based on their quantitative assessment. The article considers the conceptual apparatus of…
Recently, a marked Poisson process (MPP) model for life catastrophe risk was proposed in [6]. We provide a justification and further support for the model by considering more general Poisson point processes in the context of extreme value…
This paper considers general term structure models like the ones appearing in portfolio credit risk modelling or life insurance. We give a general model starting from families of forward rates driven by infinitely many Brownian motions and…
Multivariate functional data that are cross-sectionally compositional data are attracting increasing interest in the statistical modeling literature, a major example being trajectories over time of compositions derived from cause-specific…
Relevant events in a three state illness-death model (IDM) of a chronic disease are the diagnosis of the disease and death with or without the disease. In this article a simulation framework for populations moving in the IDM is presented.…
Predicting relative risk (RR) of spatial clusters is a complex task in public health that can be achieved through various statistical and machine-learning methods for different time intervals. However, high-resolution longitudinal data is…
Mortality is different across countries, states and regions. Several empirical research works however reveal that mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing…
The lifetime of a system of connected units under some natural assumptions can be represented as a random variable Y defined as a weighted lattice polynomial of random lifetimes of its components. As such, the concept of a random variable Y…