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This paper assesses the hedge effectiveness of an index-based longevity swap and a longevity cap. Although swaps are a natural instrument for hedging longevity risk, derivatives with non-linear pay-offs, such as longevity caps, also provide…
Smoking is one of the preventable threats to human health and is a major risk factor for lung cancer, upper aero-digestive cancer, and chronic obstructive pulmonary disease. Estimating and forecasting the smoking attributable fraction (SAF)…
Chronic diseases, such as cardiovascular disease, diabetes, chronic kidney disease, and thyroid disorders, are the leading causes of premature mortality worldwide. Early detection and intervention are crucial for improving patient outcomes,…
We investigate joint modeling of longevity trends using the spatial statistical framework of Gaussian Process regression. Our analysis is motivated by the Human Mortality Database (HMD) that provides unified raw mortality tables for nearly…
Although the survival rate of cancer patients has significantly increased due to advances in anti-cancer therapeutics, one of the major side effects of these therapies, particularly radiotherapy, is the potential manifestation of…
In many causal studies, outcomes are censored by death, in the sense that they are neither observed nor defined for units who die. In such studies, the focus is usually on the stratum of always survivors up to a single fixed time s.…
In clinical trials involving both mortality and morbidity, an active treatment can influence the observed risk of the first non-fatal event either directly, through its effect on the underlying non-fatal event process, or indirectly,…
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…
The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic…
Standard evolutionary theories of aging and mortality, implicitly based on assumptions of spatial averaging, hold that natural selection cannot favor shorter lifespan without direct compensating benefit to individual reproductive success.…
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…
Insurance and annuity products covering several lives require the modelling of the joint distribution of future lifetimes. In the interest of simplifying calculations, it is common in practice to assume that the future lifetimes among a…
In this paper, we develop an expected utility model for the retirement behavior in the decumulation phase of Australian retirees with sequential family status subject to consumption, housing, investment, bequest and government provided…
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…
Problem lists are intended to provide clinicians with a relevant summary of patient medical issues and are embedded in many electronic health record systems. Despite their importance, problem lists are often cluttered with resolved or…
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…
Stroke is a major cause of mortality and long--term disability in the world. Predictive outcome models in stroke are valuable for personalized treatment, rehabilitation planning and in controlled clinical trials. In this paper we design a…
Using fine-grained, publicly available data, this paper studies the short-term association between environmental factors, i.e., weather and air pollution characteristics, and weekly mortality rates in small geographical regions in Europe.…
The face is a rich source of information that can be utilized to infer a person's biological age, sex, phenotype, genetic defects, and health status. All of these factors are relevant for predicting an individual's remaining lifespan. In…
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,…