Related papers: Mortality Models based on the Transform $\log(-\lo…
A robust multilevel functional data method is proposed to forecast age-specific mortality rate and life expectancy for two or more populations in developed countries with high-quality vital registration systems. It uses a robust multilevel…
This paper extends Bayesian mortality projection models for multiple populations considering the stochastic structure and the effect of spatial autocorrelation among the observations. We explain high levels of overdispersion according to…
Understanding patterns in mortality across subpopulations is essential for local health policy decision making. One of the key challenges of subnational mortality rate estimation is the presence of small populations and zero or near zero…
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…
The decrease in the increase in death rates at old ages is a phenomenon that has repeatedly been discussed in demographic research. While mortality deceleration can be explained in the gamma-Gompertz model as an effect of selection in…
Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying…
In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned with abnormal cohort effects such as those for generations 1919…
Survival analysis studies and predicts the time of death, or other singular unrepeated events, based on historical data, while the true time of death for some instances is unknown. Survival trees enable the discovery of complex nonlinear…
Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…
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…
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…
This study explores the potential of zero-shot time series forecasting, an innovative approach leveraging pre-trained foundation models, to forecast mortality rates without task-specific fine-tuning. We evaluate two state-of-the-art…
The predominant way of modelling mortality rates is the Lee-Carter model and its many extensions. The Lee-Carter model and its many extensions use a latent process to forecast. These models are estimated using a two-step procedure that…
BACKGROUND. The majority of countries in Africa and nearly one third of all countries require mortality models to infer complete age schedules of mortality, required for population estimates, projections/forecasts and many other tasks in…
Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…
High-frequency death counts are now widely available and contain timely information about intra-year mortality dynamics, but most stochastic mortality models are still estimated on annual data and therefore update only when annual totals…
Most of the engineering and physical systems are generally characterized by differential and difference equations based on their continuous-time and discrete-time dynamics, respectively. Moreover, these dynamical models are analyzed using…
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…
Multiple species in the ecosystem are believed to compete cyclically for survival and thus maintain balance in nature. Stochasticity has also an inevitable role in this dynamics. Considering these attributes of nature, the stochastic…
Stochastic processes often exhibit sudden systematic changes in pattern a short time before certain failure events. Examples include increase in medical costs before death and decrease in CD4 counts before AIDS diagnosis. To study such…