Related papers: Bayesian Poisson Log-normal Model with Regularized…

Index-based hedging solutions are used to transfer the longevity risk to the capital markets. However, mismatches between the liability of the hedger and the hedging instrument cause longevity basis risk. Therefore, an appropriate…

The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic…

Traditional epidemic detection algorithms make decisions using only local information. We propose a novel approach that explicitly models spatial information fusion from several metapopulations. Our method also takes into account…

Undoubtedly, several countries worldwide endure to experience a continuous increase in life expectancy, extending the challenges of life actuaries and demographers in forecasting mortality. Although several stochastic mortality models have…

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…

We consider a discrete model that describes a locally regulated spatial population with mortality selection. This model was studied in parallel by Bolker and Pacala and Dieckmann, Law and Murrell. We first generalize this model by adding…

\noindent The modal age at death is an increasingly used measure for understanding longevity and mortality patterns. However, existing estimation methods focus on point estimates, overlooking the inherent variability and uncertainty in…

In many countries life expectancy gains have been substantially higher than predicted by even recent forecasts. This is primarily due to increasing rates of improvement in old-age mortality not captured by existing models. In this paper we…

We take a new look at the problem of disentangling the volatility and jumps processes of daily stock returns. We first provide a computational framework for the univariate stochastic volatility model with Poisson-driven jumps that offers a…

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…

Real-world clinical time series data sets exhibit a high prevalence of missing values. Hence, there is an increasing interest in missing data imputation. Traditional statistical approaches impose constraints on the data-generating process…

While death rates due to diseases of the heart have experienced a sharp decline over the past 50 years, these diseases continue to be the leading cause of death in the United States, and the rate of decline varies by geographic location,…

This article attempts to offer some perspectives on Bayesian inference for finite population quantities when the units in the population are assumed to exhibit complex dependencies. Beginning with an overview of Bayesian hierarchical…

The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…

High-frequency mortality data have attracted growing attention, but their use has largely been confined to specific applications rather than general modelling and forecasting. Such data pose new challenges to traditional mortality models…

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…

Disease mapping analyses the distribution of several disease outcomes within a territory. Primary goals include identifying areas with unexpected changes in mortality rates, studying the relation among multiple diseases, and dividing the…

Conventional survival analysis approaches estimate risk scores or individualized time-to-event distributions conditioned on covariates. In practice, there is often great population-level phenotypic heterogeneity, resulting from (unknown)…

Bayesian models are increasing fit to large administrative data sets and then used to make individualized recommendations. For instance, Medicare's Hospital Compare webpage provides information to patients about specific hospital mortality…

We propose and illustrate a hierarchical Bayesian approach for matching statistical records observed on different occasions. We show how this model can be profitably adopted both in record linkage problems and in capture--recapture setups,…