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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

A stochastic epidemic model accounting for the effect of contact-tracing on the spread of an infectious disease is studied. Precisely, individuals identified as infected may contribute to detecting other infectious individuals by providing…

Probability · Mathematics 2009-03-28 Stéphan Clémençon , Viet Chi Tran , Hector De Arazoza

Different ways of calculating mortality ratios during epidemics have yielded very different results, particularly during the current COVID-19 pandemic. We formulate both a survival probability model and an associated infection…

Populations and Evolution · Quantitative Biology 2020-10-06 Lucas Böttcher , Mingtao Xia , Tom Chou

Sequential Monte Carlo methods are a powerful framework for approximating the posterior distribution of a state variable in a sequential manner. They provide an attractive way of analyzing dynamic systems in real-time, taking into account…

Populations and Evolution · Quantitative Biology 2024-08-29 Dhorasso Temfack , Jason Wyse

Dynamic event prediction, using joint modeling of survival time and longitudinal variables, is extremely useful in personalized medicine. However, the estimation of joint models including many longitudinal markers is still a computational…

Methodology · Statistics 2024-12-13 Reza Hashemi , Taban Baghfalaki , Viviane Philipps , Helene Jacqmin-Gadda

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

In this work, a proposal for the estimation of the populations using logistic curve fitting is presented. This type of curve is used to study population growth, in this case population of people infected with the Covid-19 virus; and it can…

Populations and Evolution · Quantitative Biology 2020-04-06 Mario Villalobos-Arias

A common goal in modeling demographic rates is to compare two or more groups. For ex- ample comparing mortality rates between men and women or between geographic regions may reveal health inequalities. A popular class of models for…

Methodology · Statistics 2018-06-08 Theresa Smith

We developed two new alternatives to signature-based, spatial autoregressive models. In a simulation study, we found that the new models performed at least as well as existing approaches but presented shorter computation times. We then used…

Methodology · Statistics 2025-12-01 Camille Frévent

In this work we address the analysis of discrete-time models of structured metapopulations subject to environmental stochasticity. Previous works on these models made use of the fact that migrations between the patches can be considered…

Populations and Evolution · Quantitative Biology 2024-02-07 Luis Sanz , Rafael Bravo de la Parra

Stochastic compartmental models are prevalent tools for describing disease spread, but inference under these models is challenging for many types of surveillance data when the marginal likelihood function becomes intractable due to missing…

Methodology · Statistics 2026-02-05 Suchismita Roy , Alexander A. Fisher , Jason Xu

The maternal mortality ratio (MMR) is defined as the number of maternal deaths in a population per 100,000 live births. Country-specific MMR estimates are published on a regular basis by the United Nations Maternal Mortality Estimation…

Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…

Methodology · Statistics 2021-06-24 D. Manevski , H. Putter , M. Pohar Perme , E. F. Bonneville , J. Schetelig , L. C. de Wreede

Precise estimation of cardiac patients' current and future comorbidities is an important factor in prioritizing continuous physiological monitoring and new therapies. ML models have shown satisfactory performance in short-term mortality…

Machine Learning · Computer Science 2024-03-05 Bijan Roudini , Boshra Khajehpiri , Hamid Abrishami Moghaddam , Mohamad Forouzanfar

In areas of application, including actuarial science and demography, it is increasingly common to consider a time series of curves; an example of this is age-specific mortality rates observed over a period of years. Given that age can be…

Applications · Statistics 2020-09-29 Han Lin Shang

With known cause of death (CoD), competing risk survival methods are applicable in estimating disease-specific survival. Relative survival analysis may be used to estimate disease-specific survival when cause of death is either unknown or…

Methodology · Statistics 2021-12-10 Reuben Adatorwovor , Aurelien Latouche , Jason P. Fine

This paper evaluates the performance of the following time series forecasting models - Simple Exponential Smoothing (SES), Holt's Double Exponential Smoothing (HDES), and Autoregressive Integrated Moving Average (ARIMA) - in predicting lung…

Applications · Statistics 2025-08-25 E. Kubuafor , D. Baidoo , O. J. Okeke , R. Amevor , G. Arhin , J. T. Korley

The state-of-the-art proposes Life Care Annuities, that have been recently designed as variable annuity contracts with Long-Term Care payouts and Guaranteed Lifelong Withdrawal Benefits. In this paper, we propose more general features for…

Computational Finance · Quantitative Finance 2024-05-10 G. Apicella , A. Molent , M. Gaudenzi

Mortality rates are often disaggregated by different attributes, such as sex, state, education, religion or ethnicity. Forecasting mortality rates at the national and sub-national levels plays an important role in making social policies…

Applications · Statistics 2016-09-01 Han Lin Shang

Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model. The crucial part of forecast accuracy improvement in using the model averaging lies in…

Applications · Statistics 2018-10-01 Han Lin Shang , Steven Haberman