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There has been growing interest on forecasting mortality. In this article, we propose a novel dynamic Bayesian approach for modeling and forecasting the age-at-death distribution, focusing on a three-components mixture of a Dirac mass, a…

Applications · Statistics 2021-12-20 Emanuele Aliverti , Stefano Mazzuco , Bruno Scarpa

The increasing life expectancy enhances the importance of mortality forecasting. Most developing nations, including Tanzania, forecast mortality rates using static life tables. However, these tables exaggerate death probabilities by…

Optimization and Control · Mathematics 2023-12-22 Samya Suleiman , Karl Lundengård , John Andongwisye , Emmanuel Evarest

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under…

Statistical Finance · Quantitative Finance 2019-02-20 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can be taken place in two routes. On the one hand, we can first truncate the available data to…

Applications · Statistics 2020-09-21 Han Lin Shang , Steven Haberman

Ageing's sensitivity to natural selection has long been discussed because of its apparent negative effect on individual's fitness. Thanks to the recently described (Smurf) 2-phase model of ageing we were allowed to propose a fresh angle for…

Probability · Mathematics 2019-05-17 Sylvie Méléard , Michael Rera , Tristan Roget

We study two time-changed variants of the birth-death process with catastrophe where the time-changing components are the first hitting times of the stable subordinator and the tempered stable subordinator. For both the processes, we derive…

Probability · Mathematics 2026-02-10 Kuldeep Kumar Kataria , Rohini Bhagwanrao Pote

This paper presents and derives the interrelations between survival analysis and master equation. Survival analysis deals with modeling the transitions between succeeding states of a system in terms of hazard rates. Questions related with…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

A multilevel functional data method is adapted for forecasting age-specific mortality for two or more populations in developed countries with high-quality vital registration systems. It uses multilevel functional principal component…

Applications · Statistics 2016-09-30 Han Lin Shang

Diverse analysis approaches have been proposed to distinguish data missing due to death from nonresponse, and to summarize trajectories of longitudinal data truncated by death. We demonstrate how these analysis approaches arise from…

Methodology · Statistics 2010-01-18 Brenda F. Kurland , Laura L. Johnson , Brian L. Egleston , Paula H. Diehr

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

The last two centuries have seen a significant increase in life expectancy. Although past trends suggest that mortality will continue to decline in the future, uncertainty and instability about the development is greatly increased due to…

Applications · Statistics 2023-11-28 Asmik Nalmpatian , Christian Heumann , Stefan Pilz

Log-symmetric regression models are particularly useful when the response variable is continuous, strictly positive and asymmetric. In this paper, we proposed a class of log-symmetric regression models in the context of correlated errors.…

Methodology · Statistics 2018-10-22 Helton Saulo , Roberto Vila

Dependent survival data arise in many contexts. One context is clustered survival data, where survival data are collected on clusters such as families or medical centers. Dependent survival data also arise when multiple survival times are…

Methodology · Statistics 2022-05-12 Malka Gorfine , David M. Zucker

We introduce a nonparametric bootstrap procedure based on a dynamic factor model to construct pointwise prediction intervals for period life-table death counts. The age distribution of death counts is an example of constrained data, which…

Methodology · Statistics 2025-07-17 Han Lin Shang

Understanding and modeling mortality patterns, especially differences in mortality rates between populations, is vital for demographic analysis and public health planning. We compare three statistical models within the age-period framework…

Applications · Statistics 2025-10-14 Giacomo Lanfiuti Baldi , Andrea Nigri , Han Lin Shang

In this work we address the analysis of discrete-time models of structured metapopulations subject to environmental stochasticity. Previous works on these models made use of the fact that migrations between the patches can be considered…

Populations and Evolution · Quantitative Biology 2024-02-07 Luis Sanz , Rafael Bravo de la Parra

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

In this paper, we explore a method for treating survival analysis as a classification problem. The method uses a "stacking" idea that collects the features and outcomes of the survival data in a large data frame, and then treats it as a…

Methodology · Statistics 2019-09-27 Chenyang Zhong , Robert Tibshirani

Mortality displacement is the concept that deaths are moved forward in time (e.g., a few days, several months, and years) by exposure from when they would occur without the exposure, which is common in environmental time-series studies.…

Quantitative Methods · Quantitative Biology 2022-03-29 Honghyok Kim , Jong-Tae Lee , Roger D. Peng , Kelvin C. Fong , Michelle L. Bell

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