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This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two-step process, possibly…

Applications · Statistics 2023-05-26 Patrik Andersson , Mathias Lindholm

Monitoring cause-of-death data is an important part of understanding disease burdens and effects of public health interventions. Verbal autopsy (VA) is a well-established method for gathering information about deaths outside of hospitals by…

Methodology · Statistics 2025-06-17 Yu Zhu , Zehang Richard Li

We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov…

Risk Management · Quantitative Finance 2017-05-02 Jonas Hirz , Uwe Schmock , Pavel V. Shevchenko

Recently we developed a new framework in Hirz et al (2015) to model stochastic mortality using extended CreditRisk$^+$ methodology which is very different from traditional time series methods used for mortality modelling previously. In this…

Computational Finance · Quantitative Finance 2015-07-28 Pavel V. Shevchenko , Jonas Hirz , Uwe Schmock

BACKGROUND. The majority of countries in Africa and nearly one third of all countries require mortality models to infer complete age schedules of mortality, required for population estimates, projections/forecasts and many other tasks in…

Applications · Statistics 2016-12-06 Samuel J. Clark

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

The United Nations (UN) issued official probabilistic population projections for all countries to 2100 in July 2015. This was done by simulating future levels of total fertility and life expectancy from Bayesian hierarchical models, and…

Applications · Statistics 2016-09-15 David J. Sharrow , Jessica Godwin , Yanjun He , Samuel J. Clark , Adrian E. Raftery

This study conducts a comparative analysis of stochastic and deterministic models to better understand the dynamics of the HIV epidemic across genders. By incorporating gender-specific transmission probabilities and treatment uptake rates,…

Populations and Evolution · Quantitative Biology 2025-01-30 Nuzhat Nuari Khan Rivu , Md Kamrujjaman , Shohel Ahmed

Forecasting new cases, hospitalizations, and disease-induced deaths is an important part of infectious disease surveillance and helps guide health officials in implementing effective countermeasures. For disease surveillance in the U.S.,…

Physics and Society · Physics 2022-06-22 Nino Antulov-Fantulin , Lucas Böttcher

Accurate mortality modeling is central to actuarial science and public health, especially as mental health emerges as a significant factor in population outcomes. This paper develops and applies a Bayesian hierarchical model to analyze U.S.…

Widespread population aging has made it critical to understand death rates at old ages. However, studying mortality at old ages is challenging because the data are sparse: numbers of survivors and deaths get smaller and smaller with age. We…

Applications · Statistics 2018-03-29 Dennis M. Feehan

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…

This paper presents a novel approach to stochastic mortality modelling by using the Conway--Maxwell--Poisson (CMP) distribution to model death counts. Unlike standard Poisson or negative binomial distributions, the CMP is a more adaptable…

Methodology · Statistics 2026-01-06 Jackie Siaw Tze Wong , Emiliano A. Valdez

The Covid-19 pandemic has made clear the need to improve modern multivariate time-series forecasting models. Current state of the art predictions of future daily deaths and, especially, hospital resource usage have confidence intervals that…

Populations and Evolution · Quantitative Biology 2020-06-25 Richard Bao , August Chen , Jethin Gowda , Shiva Mudide

We propose the use of statistical emulators for the purpose of valuing mortality-linked contracts in stochastic mortality models. Such models typically require (nested) evaluation of expected values of nonlinear functionals of…

Statistical Finance · Quantitative Finance 2015-09-15 James Risk , Michael Ludkovski

The current research work is being developed as a training and evaluation object. the performance of a predictive model to apply it to the imports of vegetable products into Peru using artificial intelligence algorithms, specifying for this…

Machine Learning · Computer Science 2023-01-11 Hugo Ticona-Salluca , Fred Torres-Cruz , Ernesto Nayer Tumi-Figueroa

We propose new methods for the prediction of 5-year mortality in elderly individuals using chest computed tomography (CT). The methods consist of a classifier that performs this prediction using a set of features extracted from the CT image…

Computer Vision and Pattern Recognition · Computer Science 2016-10-04 Gustavo Carneiro , Luke Oakden-Rayner , Andrew P. Bradley , Jacinto Nascimento , Lyle Palmer

The parameter estimation of epidemic data-driven models is a crucial task. In some cases, we can formulate a better model by describing uncertainty with appropriate noise terms. However, because of the limited extent and partial…

Methodology · Statistics 2021-11-30 Fernando Baltazar-Larios , Francisco Delgado-Vences , Saul Diaz-Infante

Lung cancer remains one of the leading causes of cancer-related mortality, yet most survival models rely only on baseline factors and overlook posttreatment variables that reflect disease progression. To address this gap, we applied Cox…

Applications · Statistics 2025-10-03 Varun Vishwanathan Nair , Victor Miranda Soberanis

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