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Age-specific mortality rates are often disaggregated by different attributes, such as sex, state, ethnic group and socioeconomic status. In making social policies and pricing annuity at national and subnational levels, it is important not…

Applications · Statistics 2017-05-24 Han Lin Shang , Steven Haberman

Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…

Machine Learning · Computer Science 2020-03-26 Hrushikesh Loya , Pranav Poduval , Deepak Anand , Neeraj Kumar , Amit Sethi

The significance of mortality modeling extends across multiple research areas, ranging from life insurance valuation to optimal lifetime decision-making. Existing approaches, such as mortality laws and factor-based models, often fall short…

Applications · Statistics 2024-10-23 Xiaobai Zhu , Kenneth Q. Zhou , Zijia Wang

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…

Probability · Mathematics 2025-11-21 Stefan Tappe , Stefan Weber

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…

Methodology · Statistics 2022-08-03 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

High-frequency mortality data have attracted growing attention, but their use has largely been confined to specific applications rather than general modelling and forecasting. Such data pose new challenges to traditional mortality models…

Applications · Statistics 2026-05-14 Ziting Miao , Han Li , Yuyu Chen

Since the 1940s, population projections have in most cases been produced using the deterministic cohort component method. However, in 2015, for the first time, in a major advance, the United Nations issued official probabilistic population…

Applications · Statistics 2022-07-15 Peiran Liu , Adrian E. Raftery

Accuracy in fertility forecasting has proved challenging and warrants renewed attention. One way to improve accuracy is to combine the strengths of a set of existing models through model averaging. The model-averaged forecast is derived…

Applications · Statistics 2020-09-21 Han Lin Shang , Heather Booth

This paper extends the Lee-Carter model for single- and multi-populations to account for pandemic jump effects of vanishing kind, allowing for a more comprehensive and accurate representation of mortality rates during a pandemic,…

Applications · Statistics 2024-08-30 Julius Goes , Karim Barigou , Anne Leucht

Mortality patterns at a subnational level or across subpopulations are often used to examine the health of a population. In small populations, however, death counts are erratic. To deal with this problem, demographers have proposed…

Methodology · Statistics 2023-03-21 Esther Denecke , Pavel Grigoriev , Roland Rau

Age-specific mortality improvements are non-uniform, neither across ages nor across time. We propose a two-step procedure to estimate the rates of mortality improvement (RMI) in age-specific death rates (ASDR) at ages 85 and above for ten…

Applications · Statistics 2023-03-30 Trifon I. Missov , Silvio C. Patricio , Francisco Villavicencio

The focus of the present paper is to forecast mortality rates for small sub-populations that are parts of a larger super-population. In this setting the assumption is that it is possible to produce reliable forecasts for the…

Applications · Statistics 2026-04-22 Mathias Lindholm , Gabriele Pittarello

In cancer epidemiology using population-based data, regression models for the excess mortality hazard is a useful method to estimate cancer survival and to describe the association between prognosis factors and excess mortality. This method…

Methodology · Statistics 2019-04-19 Francisco J. Rubio , Bernard Rachet , Roch Giorgi , Camille Maringe , Aurelien Belot

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

Methodology · Statistics 2017-03-24 Robson J. M. Machado , Ardo van den Hout

Recently, we have shown that the age-specific prevalence of a disease can be related to the transition rates in the illness-death model via a partial differential equation (PDE). In case of a chronic disease, we show that the PDE can be…

Populations and Evolution · Quantitative Biology 2017-12-29 Ralph Brinks

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…

Statistics Theory · Mathematics 2007-06-13 Ehsan Khoman , Martin Weale

In this article, we have modeled mortality rates of Peruvian female and male populations during the period of 1950-2017 using the Lee-Carter (LC) model. The stochastic mortality model was introduced by Lee and Carter (1992) and has been…

General Economics · Economics 2022-07-08 J. Cerda-Hernández , A. Sikov

Most contemporary mortality models rely on extrapolating trends or past events. However, population dynamics will be significantly impacted by climate change, notably the influence of temperatures on mortality. In this paper, we introduce a…

Applications · Statistics 2025-02-04 Quentin Guibert , Gaëlle Pincemin , Frédéric Planchet

Age-specific life-table death counts observed over time are examples of densities. Non-negativity and summability are constraints that sometimes require modifications of standard linear statistical methods. The centered log-ratio…

Methodology · Statistics 2025-10-28 Han Lin Shang , Steven Haberman

Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume…

Methodology · Statistics 2014-04-15 Bailey K. Fosdick , Peter D. Hoff