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This paper analyzes birth cohort effects and develops an approach which is based on differential geometry to identify and measure cohort effects in mortality data sets. The measurement is quantitative and provides a potential method to…

Applications · Statistics 2017-03-02 Ning Zhang , Liang Zhao

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

Mortality is different across countries, states and regions. Several empirical research works however reveal that mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing…

Applications · Statistics 2020-09-10 Lei Fang , Wolfgang K. Härdle , Juhyun Park

The Lee Carter modelling framework is widely used because of its simplicity and robustness despite its inability to model specific cohort effects. A large number of extensions have been proposed that model cohort effects but there is no…

Populations and Evolution · Quantitative Biology 2010-03-10 Edouard Debonneuil

In usual demographic analysis, force of mortality is a function of one variable, that is, of age. In this article bi-variate and multivariate force of mortality functions are introduced for the first time to explain mortality differentials.…

Dynamical Systems · Mathematics 2019-02-26 Swagata Mitra , Pratyush Singh , Arni S. R. Srinivasa Rao

There have been significant efforts devoted to solving the longevity risk given that a continuous growth in population ageing has become a severe issue for many developed countries over the past few decades. The Cairns-Blake-Dowd (CBD)…

Applications · Statistics 2024-12-30 Ka Kin Lam , Bo Wang

Geographic patterns in stroke mortality have been studied as far back as the 1960s, when a region of the southeastern United States became known as the "stroke belt" due to its unusually high rates of stroke mortality. While stroke…

Methodology · Statistics 2018-01-23 Harrison Quick , Lance A. Waller , Michele Casper

\noindent The modal age at death is an increasingly used measure for understanding longevity and mortality patterns. However, existing estimation methods focus on point estimates, overlooking the inherent variability and uncertainty in…

Applications · Statistics 2025-10-07 Silvio C. Patricio , Paola Vazquez-Castillo

Separate modelling of cause specific mortality rates and their projections can yield inconsistent forecasts when the sum of deaths by cause does not match the total observed in a population. We develop a hierarchical probabilistic framework…

Applications · Statistics 2026-03-03 Andrea Nigri , Han Lin Shang , Francesco Ungolo

We investigate the quantification of demographic risk in a framework consistent with the market-consistent valuation imposed by Solvency II. We provide compact formulas for evaluating inflows and outflows of a portfolio of insurance…

Risk Management · Quantitative Finance 2023-07-07 Francesco Della Corte , Gian Paolo Clemente , Nino Savelli

Cohort studies employ pairwise measures of association to quantify dependencies among conditions and exposures. To reliably use these measures to draw conclusions about the underlying association strengths requires that the measures be…

Quantitative Methods · Quantitative Biology 2017-05-30 Venkateshan Kannan , Kristina Alexandersson , Jesper Tegner

This research explores how total mortality figures relate to age-standardized death rates within the United States, using the complete historical record of national mortality statistics. Through a detailed investigation of both all-cause…

Other Quantitative Biology · Quantitative Biology 2026-01-21 Brandon Dunbar , Paramahansa Pramanik , Haley Kate Robinson

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

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

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

There is effect modification if the magnitude or stability of a treatment effect varies systematically with the level of an observed covariate. A larger or more stable treatment effect is typically less sensitive to bias from unmeasured…

Applications · Statistics 2016-12-12 Kwonsang Lee , Dylan S. Small , Jesse Y. Hsu , Jeffrey H. Silber , Paul R. Rosenbaum

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

In mortality modelling, cohort effects are often taken into consideration as they add insights about variations in mortality across different generations. Statistically speaking, models such as the Renshaw-Haberman model may provide a…

Methodology · Statistics 2024-08-01 Yiping Guo , Johnny Siu-Hang Li

The stochastic system approach to causality is applied to situations where the risk of death is not negligible. This approach grounds causality on physical laws, distinguishes system and observation and represents the system by multivariate…

Methodology · Statistics 2016-10-07 Daniel Commenges

In this article, we deal with COVID-19 data to study the trend of the epidemic at the global situation. Choosing the mortality rate as an appropriate metric which measures the relative relation between the cumulative confirmed cases and…

Applications · Statistics 2020-11-06 Zixuan Han , Tao Li , Jinghong You
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