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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…

General Finance · Quantitative Finance 2010-01-13 Frédéric Planchet , Laurent Faucillon , Marc Juillard

In cancer epidemiology using population-based data, regression models for the excess mortality hazard is a useful method to estimate cancer survival and to describe the association between prognosis factors and excess mortality. This method…

Methodology · Statistics 2019-04-19 Francisco J. Rubio , Bernard Rachet , Roch Giorgi , Camille Maringe , Aurelien Belot

Prediction methods for time-to-event outcomes often utilize survival models that rely on strong assumptions about noninformative censoring or on how individual-level covariates and survival functions are related. When the main interest is…

Methodology · Statistics 2024-02-29 Mahsa Ashouri , Nicholas C. Henderson

In biomedical settings, multitype recurrent events such as stroke and heart failure occur frequently, often concluding with a terminal event such as death. Understanding the links between these recurring and terminal events is fundamental…

Methodology · Statistics 2025-09-15 Mithun Kumar Acharjee , AKM Fazlur Rahman

In this article we investigate a state-space representation of the Lee-Carter model which is a benchmark stochastic mortality model for forecasting age-specific death rates. Existing relevant literature focuses mainly on mortality…

Computational Finance · Quantitative Finance 2015-08-04 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

This paper introduces a comprehensive model for age estimation, verification, and comparability, offering a comprehensive solution for a wide range of applications. It employs advanced learning techniques to understand age distribution and…

Computer Vision and Pattern Recognition · Computer Science 2025-01-29 François David , Alexey A. Novikov , Ruslan Parkhomenko , Artem Voronin , Alix Melchy

The original version of Bayesian reconstruction, a method for estimating age-specific fertility, mortality, migration and population counts of the recent past with uncertainty, produced estimates for female-only populations. Here we show…

Applications · Statistics 2015-11-30 Mark C. Wheldon , Adrian E. Raftery , Samuel J. Clark , Patrick Gerland

Undoubtedly, several countries worldwide endure to experience a continuous increase in life expectancy, extending the challenges of life actuaries and demographers in forecasting mortality. Although several stochastic mortality models have…

Applications · Statistics 2021-03-22 Mario Marino , Susanna Levantesi , Andrea Nigri

The majority of biomedical studies use limited datasets that may not generalize over large heterogeneous datasets that have been collected over several decades. The current paper develops and validates several multimodal models that can…

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

Methodology · Statistics 2017-03-24 Robson J. M. Machado , Ardo van den Hout

Background: Palliative care is referred to a set of programs for patients that suffer life-limiting illnesses. These programs aim to guarantee a minimum level of quality of life (QoL) for the last stage of life. They are currently based on…

This paper takes a quick look at Bayesian joint models (BJM) for longitudinal and survival data. A general formulation for BJM is examined in terms of the sampling distribution of the longitudinal and survival processes, the conditional…

Methodology · Statistics 2020-05-27 Carmen Armero

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…

Applications · Statistics 2021-12-09 Monica Alexander , Michael Y. C. Chong , Marija Pejcinovska

In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…

Chaotic Dynamics · Physics 2011-01-11 Christos H Skiadas , Charilaos Skiadas

Pension fund populations often have mortality experiences that are substantially different from the national benchmark. In a motivating case study of Brazilian corporate pension funds, pensioners are observed to have mortality that is…

Applications · Statistics 2025-06-05 Eduardo F. L. de Melo , Michael Ludkovski , Rodrigo S. Targino

The Global Burden of Diseases, Injuries, and Risk Factors Study (GBD) is the single largest and most detailed scientific effort ever conducted to quantify levels and trends in health. This global health model to estimate mortality rates and…

Indirect standardization is widely used in disease mapping to control for confounding, but relies on restrictive assumptions that may bias estimates if violated. Using data on suicide-related emergency calls, this study highlights such…

Methodology · Statistics 2025-07-17 J. Martín-Pozuelo , A. López-Quílez , X. Barber , M. Marco

Unintended pregnancy and abortion estimates are needed to inform and motivate investment in global health programmes and policies. Variability in the availability and reliability of data poses challenges for producing estimates. We…

This paper considers forecasts of the growth and inflation distributions of the United Kingdom with factor-augmented quantile autoregressions under a model averaging framework. We investigate model combinations across models using weights…

Econometrics · Economics 2020-10-26 Anthoulla Phella

Risk prediction is central to both clinical medicine and public health. While many machine learning models have been developed to predict mortality, they are rarely applied in the clinical literature, where classification tasks typically…

Machine Learning · Statistics 2017-12-05 Maggie Makar , Marzyeh Ghassemi , David Cutler , Ziad Obermeyer