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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

Reliable mortality estimates at the subnational level are essential in the study of health inequalities within a country. One of the difficulties in producing such estimates is the presence of small populations, where the stochastic…

Applications · Statistics 2017-12-05 Monica Alexander , Emilio Zagheni , Magali Barbieri

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

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)…

Applications · Statistics 2019-10-29 Yicheng Li , Adrian E. Raftery

To capture the death rates and strong weekly, biweekly and probably monthly patterns in the Canada COVID-19, we utilize the generalized additive models in the absence of direct statistically based measurement of infection rates. By…

Applications · Statistics 2020-08-04 Farzali Izadi

We consider a compositional data analysis approach to forecasting the age distribution of death counts. Using the age-specific period life-table death counts in Australia obtained from the Human Mortality Database, the compositional data…

Applications · Statistics 2020-09-22 Han Lin Shang , Steven Haberman

A rapid decline in mortality and fertility has become major issues in many developed countries over the past few decades. A precise model for forecasting demographic movements is important for decision making in social welfare policies and…

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

A widely-used model for determining the long-term health impacts of public health interventions, often called a "multistate lifetable", requires estimates of incidence, case fatality, and sometimes also remission rates, for multiple…

Applications · Statistics 2023-03-23 Christopher Jackson , Belen Zapata-Diomedi , James Woodcock

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

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…

Applications · Statistics 2016-09-27 Han Lin Shang

This paper sets out a forecasting method that employs a mixture of parametric functions to capture the pattern of fertility with respect to age. The overall level of cohort fertility is decomposed over the range of fertile ages using a…

Applications · Statistics 2019-09-23 Jason Hilton , Erengul Dodd , Jonathan J. Forster , Peter W. F. Smith , Jakub Bijak

I present three types of applications of generalized additive models (GAMs) to COVID-19 mortality rates in the US for the purpose of advancing methods to document inequities with respect to which communities suffered disproportionate…

Applications · Statistics 2022-12-01 Christian Testa

Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields more accurate predictions than those generated by a single…

Applications · Statistics 2025-10-28 Giovanna Bimonte , Maria Russolillo , Han Lin Shang , Yang Yang

Worldwide, many millions of people die suddenly and unexpectedly each year, either with or without a prior history of cardiovascular disease. Such events are sparse (once in a lifetime), many victims will not have had prior investigations…

Machine Learning · Computer Science 2023-09-06 Yola Jones , Fani Deligianni , Jeff Dalton , Pierpaolo Pellicori , John G F Cleland

A linear mixed-effects (LME) model is proposed for modelling and forecasting single and multi-population age-specific death rates (ASDRs). The innovative approach that we take in this study treats age, the interaction between gender and…

Applications · Statistics 2025-11-18 Reza Dastranj , Martin Kolar

The improvement of mortality projection is a pivotal topic in the diverse branches related to insurance, demography, and public policy. Motivated by the thread of Lee-Carter related models, we propose a Bayesian model to estimate and…

Applications · Statistics 2021-02-24 Zhen Liu , Xiaoqian Sun , Leping Liu , Yu-Bo Wang

When modeling sub-national mortality rates, it is important to incorporate any possible correlation among sub-populations to improve forecast accuracy. Moreover, forecasts at the sub-national level should aggregate consistently across the…

Applications · Statistics 2020-11-17 Han Lin Shang , Yang Yang

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…

Applications · Statistics 2020-03-06 Nhan Huynh , Mike Ludkovski

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

This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mortality models such as the Lee-Carter class of models in a…

Statistical Finance · Quantitative Finance 2020-08-04 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko