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Quantifying the number of deaths caused by the COVID-19 crisis has been an ongoing challenge for scientists, and no golden standard to do so has yet been established. We propose a principled approach to calculate age-adjusted yearly excess…

Applications · Statistics 2023-12-20 Giacomo De Nicola , Göran Kauermann

Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In addition, we present how these techniques can…

Applications · Statistics 2017-05-10 Philippe Deprez , Pavel V. Shevchenko , Mario V. Wüthrich

The ability to plan with temporal abstractions is central to intelligent decision-making. Rather than reasoning over primitive actions, we study agents that compose pre-trained policies as temporally extended actions, enabling solutions to…

Machine Learning · Computer Science 2026-02-24 Jesse Farebrother , Matteo Pirotta , Andrea Tirinzoni , Marc G. Bellemare , Alessandro Lazaric , Ahmed Touati

New and efficient methods based on noise addition to protect the confidentiality in population statistics have been developed, tested and applied in census production by various members of the European Statistical System over the past…

Methodology · Statistics 2026-02-04 Fabian Bach

In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can…

Methodology · Statistics 2022-08-03 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

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

A probability model is presented for the dynamics of mutation-selection balance in a haploid infinite-population infinite-sites setting sufficiently general to cover mutation-driven changes in full age-specific demographic schedules. The…

Populations and Evolution · Quantitative Biology 2007-05-23 David Steinsaltz , Steven N. Evans , Kenneth W. Wachter

Each individual in society experiences an evolution of their income during their lifetime. Macroscopically, this dynamics creates a statistical relationship between age and income for each society. In this study, we investigate income…

General Economics · Economics 2022-02-01 Fatih Ozhamaratli , Oleg Kitov , Paolo Barucca

We propose a novel extension of the Hyndman-Ullah (HU) model to forecast mortality rates by integrating randomized signatures, referred to as the HU model with randomized signatures (HUrs). Unlike truncated signatures, which grow…

Methodology · Statistics 2025-03-06 Zhong Jing Yap , Dharini Pathmanathan , Sophie Dabo-Niang

In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned with abnormal cohort effects such as those for generations 1919…

Risk Management · Quantitative Finance 2020-09-02 Fabrice Balland , Alexandre Boumezoued , Laurent Devineau , Marine Habart , Tom Popa

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

In this paper, we review pricing of variable annuity living and death guarantees offered to retail investors in many countries. Investors purchase these products to take advantage of market growth and protect savings. We present pricing of…

Pricing of Securities · Quantitative Finance 2017-05-04 Pavel V. Shevchenko , Xiaolin Luo

The United Nations released official probabilistic population projections (PPP) for all countries for the first time in July 2014. These were obtained by projecting the period total fertility rate (TFR) and life expectancy at birth ($e_0$)…

Applications · Statistics 2016-08-08 Hana Ševčíková , Nan Li , Vladimíra Kantorová , Patrick Gerland , Adrian E. Raftery

This paper applies conformal prediction techniques to compute simultaneous prediction bands and clustering trees for functional data. These tools can be used to detect outliers and clusters. Both our prediction bands and clustering trees…

Machine Learning · Statistics 2013-02-27 Jing Lei , Alessandro Rinaldo , Larry Wasserman

In this article, we present several formulas that make it easier to compute the net single premiums when the mortality force over the fractional ages is assumed to be constant (C). More precisely, we compute the moments of the random…

Probability · Mathematics 2026-01-09 Andrius Grigutis , Laurynas Lukoševičius , Mindaugas Venckevičius

We study the population profile in a simple discrete time model of population dynamics. Our model, which is closely related to certain ``bit-string'' models of evolution, incorporates competition for resources via a population dependent…

Statistical Mechanics · Physics 2009-10-31 Martin Howard , R. K. P. Zia

Understanding patterns in mortality across subpopulations is essential for local health policy decision making. One of the key challenges of subnational mortality rate estimation is the presence of small populations and zero or near zero…

Applications · Statistics 2025-12-16 Ameer Dharamshi , Monica Alexander , Celeste Winant , Magali Barbieri

High-frequency death counts are now widely available and contain timely information about intra-year mortality dynamics, but most stochastic mortality models are still estimated on annual data and therefore update only when annual totals…

Econometrics · Economics 2026-01-12 Runze Li , Rui Zhou , David Pitt

Using high-quality nation-wide social security data combined with machine learning tools, we develop predictive models of income support receipt intensities for any payment enrolee in the Australian social security system between 2014 and…

General Economics · Economics 2021-05-14 Dario Sansone , Anna Zhu

In this work we check the occurrence of the Azbel assumption of mortality within the framework of a bit string model for biological ageing. We reproduced the observed feature of linear correspondence between the fitting parameters of the…

adap-org · Physics 2008-02-03 A. Racco , M. Argollo de Menezes , T. J. P. Penna
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