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The decline in interest rates and economic stabilization has heightened the importance of accurate mortality rate forecasting, particularly in insurance and pension markets. Multi-step-ahead predictions are crucial for public health,…

Machine Learning · Computer Science 2025-09-29 Filipe C. L. Duarte , Paulo S. G. de Mattos Neto , Paulo R. A. Firmino

Discrete-time hazard models are widely used when event times are measured in intervals or are not precisely observed. While these models can be estimated using standard generalized linear model techniques, they rely on extensive data…

Methodology · Statistics 2025-07-14 Benjamin Müller , Nikolaus Umlauf , Johannes Seiler , Kenneth Harttgen , Stefan Lang

The last two centuries have seen a significant increase in life expectancy. Although past trends suggest that mortality will continue to decline in the future, uncertainty and instability about the development is greatly increased due to…

Applications · Statistics 2023-11-28 Asmik Nalmpatian , Christian Heumann , Stefan Pilz

The determination of the shapes of mortality curves, the estimation and projection of mortality patterns over time, and the investigation of differences in mortality patterns across different small underdeveloped populations have received…

A linear mixed-effects (LME) model is proposed for modelling and forecasting single and multi-population age-specific death rates (ASDRs). The innovative approach that we take in this study treats age, the interaction between gender and…

Applications · Statistics 2025-11-18 Reza Dastranj , Martin Kolar

Survival analysis serves as a fundamental component in numerous healthcare applications, where the determination of the time to specific events (such as the onset of a certain disease or death) for patients is crucial for clinical…

Artificial Intelligence · Computer Science 2025-10-23 Siqi Li , Yuqing Shang , Ziwen Wang , Qiming Wu , Chuan Hong , Yilin Ning , Di Miao , Marcus Eng Hock Ong , Bibhas Chakraborty , Nan Liu

Small-area mortality estimation is inherently difficult, as random fluctuations from low death counts can obscure real geographic differences. We introduce a flexible model that borrows strength across age, space, and time to estimate…

Applications · Statistics 2025-11-25 Jacob Martin , Carlo Giovanni Camarda

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…

Applications · Statistics 2021-11-15 Nhan Huynh , Mike Ludkovski

We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…

Machine Learning · Computer Science 2022-05-30 Xing Han , Tongzheng Ren , Jing Hu , Joydeep Ghosh , Nhat Ho

We introduce a model-agnostic procedure to construct prediction intervals for the age distribution of deaths. The age distribution of deaths is an example of constrained data, which are nonnegative and have a constrained integral. A…

Methodology · Statistics 2025-08-05 Han Lin Shang , Steven Haberman

The improvement of mortality projection is a pivotal topic in the diverse branches related to insurance, demography, and public policy. Motivated by the thread of Lee-Carter related models, we propose a Bayesian model to estimate and…

Applications · Statistics 2021-02-24 Zhen Liu , Xiaoqian Sun , Leping Liu , Yu-Bo Wang

Accuracy in fertility forecasting has proved challenging and warrants renewed attention. One way to improve accuracy is to combine the strengths of a set of existing models through model averaging. The model-averaged forecast is derived…

Applications · Statistics 2020-09-21 Han Lin Shang , Heather Booth

Worldwide, many millions of people die suddenly and unexpectedly each year, either with or without a prior history of cardiovascular disease. Such events are sparse (once in a lifetime), many victims will not have had prior investigations…

Machine Learning · Computer Science 2023-09-06 Yola Jones , Fani Deligianni , Jeff Dalton , Pierpaolo Pellicori , John G F Cleland

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

Methodology · Statistics 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

There has been growing interest on forecasting mortality. In this article, we propose a novel dynamic Bayesian approach for modeling and forecasting the age-at-death distribution, focusing on a three-components mixture of a Dirac mass, a…

Applications · Statistics 2021-12-20 Emanuele Aliverti , Stefano Mazzuco , Bruno Scarpa

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

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Age-disaggregated health data is crucial for effective public health planning and monitoring. Monitoring under-five mortality, for example, requires highly detailed age data since the distribution of potential causes of death varies…

Applications · Statistics 2023-02-23 Shuxian Fan , Li Liu , Jamie Perin , Tyler H. McCormick

Mortality forecasting methods in the Lee-Carter tradition extrapolate temporal components via time-series models, often producing forecasts that systematically underpredict life expectancy at long horizons. This bias is consequential for…

Methodology · Statistics 2026-04-15 Samuel J. Clark

Excess mortality, i.e. the difference between expected and observed mortality, is used to quantify the death toll of mortality shocks, such as infectious disease-related epidemics and pandemics. However, predictions of expected mortality…

Applications · Statistics 2025-02-18 Ainhoa-Elena Leger , Silvia Rizzi , Ugofilippo Basellini