Related papers: Multivariate Force of Mortality
We investigate jointly modeling Age-specific rates of various causes of death in a multinational setting. We apply Multi-Output Gaussian Processes (MOGP), a spatial machine learning method, to smooth and extrapolate multiple cause-of-death…
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…
This paper examines several computer algorithms designed to assess mortality and longevity risk.
The purpose of this note is twofold: firstly to improve the known results on variation of extreme eigenvalues of birth and death matrices and random walk matrices; and secondly to progress towards the solution of a thirty years old open…
This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two-step process, possibly…
In this paper we study the relaxation singularities of human motor system at aging. Our purpose is to examine the structure of force output variability as a function of human aging in the time and frequency domains. For analysis of…
This study presents a framework for high-resolution mortality simulations tailored to insured and general populations. Due to the scarcity of detailed demographic-specific mortality data, we leverage Iterative Proportional Fitting (IPF) and…
Age-specific probabilities of death provide a snapshot of population mortality at the country level at a given point in time. Due to the high dimensionality of the data, summarising mortality information is essential for various analyses,…
Understanding and forecasting mortality by cause is an essential branch of actuarial science, with wide-ranging implications for decision-makers in public policy and industry. To accurately capture trends in cause-specific mortality, it is…
The reversed aging intensity function is defined as the ratio of the instantaneous reversed hazard rate to the baseline value of the reversed hazard rate. It analyzes the aging property quantitatively, the higher the reversed aging…
Understanding the underlying causes of maternal death across all regions of the world is essential to inform policies and resource allocation to reduce the mortality burden. However, in many countries there exists very little data on the…
We propose a nonstationary functional time series forecasting method with an application to age-specific mortality rates observed over the years. The method begins by taking the first-order differencing and estimates its long-run covariance…
Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…
Multivariate statistical analysis is concerned with observations on several variables which are thought to possess some degree of inter-dependence. Driven by problems in genetics and the social sciences, it first flowered in the earlier…
Forecasts of mortality provide vital information about future populations, with implications for pension and health-care policy as well as for decisions made by private companies about life insurance and annuity pricing. Stochastic…
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state and ethnicity. Forecasting age-specific mortality rates at the national and sub-national levels plays an important role in developing social…
We propose a probabilistic mortality forecasting model that can be applied to derive forecasts for populations with regular and irregular mortality developments. Our model (1) uses rates of mortality improvement to model dynamic age…
Mortality forecasting methods in the Lee-Carter tradition extrapolate temporal components via time-series models, often producing forecasts that systematically underpredict life expectancy at long horizons. This bias is consequential for…
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…
In recent years, improvements in all-cause mortality rates and life expectancies for males and females in England and Wales have slowed down. In this paper, cause-specific mortality data for England and Wales from 2001 to 2018 are used to…