Related papers: Properties of a Stochastic Model for Life Table Da…

In this paper we summarize the main parts of the first exit time theory developed in connection to the life table data and the resulting theoretical and applied issues. Several new tools arise from the development of this theory and…

Further to the proposal and application of a stochastic methodology and the resulting first exit time distribution function to life table data we introduce a theoretical framework for the estimation of the maximum deterioration age and to…

Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…

Following the recent publication of our book on Exploring the Health State of a Population by Dynamic Modeling Methods in The Springer Series on Demographic Methods and Population Analysis (DOI 10.1007/978-3-319-65142-2) we provide this…

We propose a series of methods and models in order to explore the Global Burden of Disease Study and the provided healthy life expectancy HALE estimates from the World Health Organization WHO based on the mortality mx of a population…

A new stochastic method for describing mortality is proposed and explored. It is based on differences of observed times series of the transform $\log(-\log x)$ of survival probabilities which seem to follow simple patterns over the years.…

Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…

We propose a method of estimating the Total Loss of Healthy Life Years based on the first exit time theory for a stochastic process, the resulting Health State Function and the Deterioration Function estimated as the curvature of the health…

In many countries life expectancy gains have been substantially higher than predicted by even recent forecasts. This is primarily due to increasing rates of improvement in old-age mortality not captured by existing models. In this paper we…

Demographic projections of future mortality rates involve a high level of uncertainty and require stochastic mortality models. The current paper investigates forward mortality models driven by a (possibly infinite dimensional) Wiener…

In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can…

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

The first chapter concerns monotype population models. We first study general birth and death processes and we give non-explosion and extinction criteria, moment computations and a pathwise representation. We then show how different scales…

Excess mortality, i.e. the difference between expected and observed mortality, is used to quantify the death toll of mortality shocks, such as infectious disease-related epidemics and pandemics. However, predictions of expected mortality…

This work proposes a method for modeling and forecasting mortality rates. It constitutes an improvement over previous studies by incorporating both the historical evolution of the mortality phenomenon and its random behavior. In the first…

Several approaches have been developed for forecasting mortality using the stochastic model. In particular, the Lee-Carter model has become widely used and there have been various extensions and modifications proposed to attain a broader…

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…

The Gompertz law of mortality quantitatively describes the mortality rate of humans and almost all multicellular animals. However, its underlying kinetic mechanism is unclear. The Gompertz law cannot explain the effect of temperature on…

The EU Solvency II directive recommends insurance companies to pay more attention to the risk management methods. The sense of risk management is the ability to quantify risk and apply methods that reduce uncertainty. In life insurance, the…

Trends in human longevity are puzzling, especially when considering the limits of human longevity. Partially, the conflicting assertions are based upon demographic evidence and the interpretation of survival and mortality curves using the…