Related papers: A Mortality Model for Multi-populations: A Semi-Pa…

Parameter shrinkage applied optimally can always reduce error and projection variances from those of maximum likelihood estimation. Many variables that actuaries use are on numerical scales, like age or year, which require parameters at…

Although traditional literature on mortality modeling has focused on single countries in isolation, recent contributions have progressively moved toward joint models for multiple countries. Besides favoring borrowing of information to…

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…

Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

Many applications in medical statistics as well as in other fields can be described by transitions between multiple states (e.g. from health to disease) experienced by individuals over time. In this context, multi-state models are a popular…

This work introduces a Bayesian smoothing approach for the joint graduation of mortality rates across multiple populations. In particular, dynamical linear models are used to induce smoothness across ages through structured dependence,…

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…

Modelling and forecasting homogeneous age-specific mortality rates of multiple countries could lead to improvements in long-term forecasting. Data fed into joint models are often grouped according to nominal attributes, such as geographic…

Many investigations have used panel methods to study the relationships between fluctuations in economic activity and mortality. A broad consensus has emerged on the overall procyclical nature of mortality: perhaps counter-intuitively,…

Palliative medicine is an interdisciplinary specialty focusing on improving quality of life (QOL) for patients with serious illness and their families. Palliative care programs are available or under development at over 80% of large US…

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…

Competing risks occur in survival analysis when multiple causes of death are present. They play a prominent role in several domains extending beyond biostatistics to encompass epidemiology, actuarial sciences, and reliability theory. This…

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…

There have been significant efforts devoted to solving the longevity risk given that a continuous growth in population ageing has become a severe issue for many developed countries over the past few decades. The Cairns-Blake-Dowd (CBD)…

In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

In this paper, we provide a comprehensive cross-country validation study of compositional mortality modeling and forecasting methods. Thus, we consider two one-to-one transformations: the cumulative distribution function and the centered…

Trends in human longevity are puzzling, especially when considering the limits of human longevity. Partially, the conflicting assertions are based upon demographic evidence and the interpretation of survival and mortality curves using the…

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under…

In usual demographic analysis, force of mortality is a function of one variable, that is, of age. In this article bi-variate and multivariate force of mortality functions are introduced for the first time to explain mortality differentials.…