Related papers: A Mortality Model for Multi-populations: A Semi-Pa…
Mortality data are relevant to demography, public health, and actuarial science. Whilst clustering is increasingly used to explore patterns in such data, no study has reviewed its application to country-level all-cause mortality. This…
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…
An emerging challenge for time-to-event data is studying semi-competing risks, namely when two event times are of interest: a non-terminal event time (e.g. age at disease diagnosis), and a terminal event time (e.g. age at death). The…
The death toll for Covid-19 may be reduced by dividing the population into two classes, the vulnerable and the fit, with different lockdown regimes. Instead of one reproduction number there now are four parameters. These make it possible to…
The EU Solvency II directive recommends insurance companies to pay more attention to the risk management methods. The sense of risk management is the ability to quantify risk and apply methods that reduce uncertainty. In life insurance, the…
Background: A common modelling approach in public health and epidemiology divides the population under study into compartments containing persons that share the same status. Here we consider a three-state model with the compartments: A, B…
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…
Evaluating quality-of-life (QoL) outcomes in populations with high mortality risk is complicated by truncation by death, since QoL is undefined for individuals who do not survive to the planned measurement time. We propose a framework that…
The issue of longevity has been long time recognized as one of key concepts in demography. A particular aspect of longevity addressed in this paper is the difference in average observed duration of life for female and male population,…
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…
Producing subnational estimates of the under-five mortality rate (U5MR) is a vital goal for the United Nations to reduce inequalities in mortality and well-being across the globe. There is a great disparity in U5MR between high-income and…
Many existing mortality models follow the framework of classical factor models, such as the Lee-Carter model and its variants. Latent common factors in factor models are defined as time-related mortality indices (such as $\kappa_t$ in the…
Facing the world wide coronavirus disease 2019 (COVID-19) pandemic, a new fitting method (QDF, quasi-distribution fitting) which could be used to analyze the data of COVID-19 is developed based on piecewise quasi-uniform B-spline curves.…
This paper examines several computer algorithms designed to assess mortality and longevity risk.
The case fatality ratio (CFR) for COVID-19 is difficult to estimate. One difficulty is due to ignoring or overestimating time delay between reporting and death. We claim that all of these cause large errors and artificial time dependence of…
In the past six decades, lifespan inequality has varied greatly within and among countries even while life expectancy has continued to increase. How and why does mortality change generate this diversity? We derive a precise link between…
In order to implement disease-specific interventions in young age groups, policy makers in low- and middle-income countries require timely and accurate estimates of age- and cause-specific child mortality. High quality data is not available…
Background: We estimate the overall quality of response to the Covid-19 pandemic in the first 18 months, using a small number of known parameters and a proposed method that is reasonably robust to the uncertainties in the data. Methods: The…
The Survival Energy Model (SEM), as originally introduced by Shimizu et al. (2020), is designed to characterize human bioenergetics by employing diffusion processes or inverse Gaussian processes. While parametric models have been employed…
Importance: Following a century of increase, life expectancy in the United States has stagnated and begun to decline in recent decades. Using satellite images and street view images prior work has demonstrated associations of the built…