Related papers: Mortality data reliability in an internal model
The study of mortality patterns is a popular research topic in many areas. We are particularly interested in mortality patterns among main causes of death associated with age-gender combinations. We use symbolic data analysis (SDA) and…
Accurate and precise estimates of the under-5 mortality rate (U5MR) are an important health summary for countries. However, full survival curves allow us to better understand the pattern of mortality in children under five. Modern…
In life insurance, life tables are used to estimate the survival distribution of individuals from a given population. However, these tables only provide survival probabilities at integer ages but no information about the distribution of…
This study introduces an innovative methodology for mortality forecasting, which integrates signature-based methods within the functional data framework of the Hyndman-Ullah (HU) model. This new approach, termed the Hyndman-Ullah with…
Surrender poses one of the major risks to life insurance and a sound modeling of its true probability has direct implication on the risk capital demanded by the Solvency II directive. We add to the existing literature by performing…
We investigate jointly modeling Age-specific rates of various causes of death in a multinational setting. We apply Multi-Output Gaussian Processes (MOGP), a spatial machine learning method, to smooth and extrapolate multiple cause-of-death…
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state, ethnic group and socioeconomic status. In making social policies and pricing annuity at national and subnational levels, it is important not…
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…
Multivariate functional data that are cross-sectionally compositional data are attracting increasing interest in the statistical modeling literature, a major example being trajectories over time of compositions derived from cause-specific…
The COVID-19 infection fatality rate (IFR) is the proportion of individuals infected with SARS-CoV-2 who subsequently die. As COVID-19 disproportionately affects older individuals, age-specific IFR estimates are imperative to facilitate…
Accurate estimates of the under-5 mortality rate (U5MR) in a developing world context are a key barometer of the health of a nation. This paper describes new models to analyze survey data on mortality in this context. We are interested in…
Recent trends in information management involve the periodic transcription of data onto secondary devices in a networked environment, and the proper scheduling of these transcriptions is critical for efficient data management. To assist in…
The UK Biobank is a large-scale health resource comprising genetic, environmental and medical information on approximately 500,000 volunteer participants in the UK, recruited at ages 40--69 during the years 2006--2010. The project monitors…
Forecasts of mortality provide vital information about future populations, with implications for pension and health-care policy as well as for decisions made by private companies about life insurance and annuity pricing. Stochastic…
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…
SARS-CoV-2 has disrupted the life of billions of people around the world since the first outbreak was officially declared in China at the beginning of 2020. Yet, important questions such as how deadly it is or its degree of spread within…
We study failure rate monotonicity and generalized convex transform stochastic ordering properties of random variables, with a concern on applications. We are especially interested in the effect of a tail weight iteration procedure to…
Many people living in low- and middle-income countries are not covered by civil registration and vital statistics systems. Consequently, a wide variety of other types of data, including many household sample surveys, are used to estimate…
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…
In this paper we study data from the yearly reports the four major Swedish non-life insurers have sent to the Swedish Financial Supervisory Authority (FSA). We aim at finding marginal distributions of, and dependence between, losses on the…