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Related papers: A Two-Population Mortality Model to Assess Longevi…

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While abundant empirical studies support the long-range dependence (LRD) of mortality rates, the corresponding impact on mortality securities are largely unknown due to the lack of appropriate tractable models for valuation and risk…

Mathematical Finance · Quantitative Finance 2020-09-22 Ling Wang , Mei Choi Chiu , Hoi Ying Wong

We introduce a statistical framework for combining data from multiple large longitudinal cardiovascular cohorts to enable the study of long-term cardiovascular health starting in early adulthood. Using data from seven cohorts belonging to…

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…

Applications · Statistics 2020-12-22 Gary Venter , Şule Şahin

Joint models (JM) for longitudinal and survival data have gained increasing interest and found applications in a wide range of clinical and biomedical settings. These models facilitate the understanding of the relationship between outcomes…

Methodology · Statistics 2023-08-25 Sida Chen , Danilo Alvares , Christopher Jackson , Jessica Barrett

If predictions for species extinctions hold, then the `tree of life' today may be quite different to that in (say) 100 years. We describe a technique to quantify how much each species is likely to contribute to future biodiversity, as…

Populations and Evolution · Quantitative Biology 2007-05-23 Mike Steel , Aki Mimoto , Arne O. Mooers

Joint models are used in ageing studies to investigate the association between longitudinal markers and a time-to-event, and have been extended to multiple markers and/or competing risks. The competing risk of death must be considered in…

Insurance and annuity products covering several lives require the modelling of the joint distribution of future lifetimes. In the interest of simplifying calculations, it is common in practice to assume that the future lifetimes among a…

Risk Management · Quantitative Finance 2016-01-19 François Dufresne , Enkelejd Hashorva , Gildas Ratovomirija , Youssouf Toukourou

Log-linear models are often used to estimate the size of a closed population using capture-recapture data. When capture probabilities are related to auxiliary covariates, one may select a separate model based on each of several post-strata.…

Methodology · Statistics 2014-06-11 Zachary T. Kurtz

In recurrent event studies, panel binary data arise when subjects are observed at discrete time points and only the recurrent event status within each observation window is recorded. Such data frequently occur in longitudinal studies due to…

Methodology · Statistics 2025-03-18 Pavithra Hariharan , P. G. Sankaran

The evolution of the COVID-19 epidemic has been accompanied by accumulating evidence on the underlying epidemiological parameters. Hence there is potential for models providing mid-term forecasts of the epidemic trajectory using such…

Applications · Statistics 2020-11-10 Peter Congdon

In order to understand how the combination of domain evolution and impulsive harvesting affect the dynamics of a population, we propose a diffusive logistic population model with impulsive harvesting on a periodically evolving domain.…

Analysis of PDEs · Mathematics 2021-09-22 Yue Meng , Zhigui Lin , Michael Pedersen

In this paper we develop a likelihood-free approach for population calibration, which involves finding distributions of model parameters when fed through the model produces a set of outputs that matches available population data. Unlike…

Methodology · Statistics 2022-02-07 Christopher Drovandi , Brodie Lawson , Adrianne L Jenner , Alexander P Browning

Multicellular systems play a key role in bioprocess and biomedical engineering. Cell ensembles encountered in these setups show phenotypic variability like size and biochemical composition. As this variability may result in undesired…

Systems and Control · Computer Science 2018-07-16 Armin Küper , Robert Dürr , Steffen Waldherr

This paper considers the two-dataset problem, where data are collected from two potentially different populations sharing common aspects. This problem arises when data are collected by two different types of researchers or from two…

Methodology · Statistics 2022-09-27 Steven N. MacEachern , Koji Miyawaki

Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for…

Computation · Statistics 2017-08-08 Lam Si Tung Ho , Jason Xu , Forrest W. Crawford , Vladimir N. Minin , Marc A. Suchard

This paper aims to develop practical applications of the model for the highly technical measure-valued populations developed by the authors in \cite{FanEtal20}. We consider the problem of estimation of parameters in the general age and…

Statistics Theory · Mathematics 2025-06-30 Jie Yen Fan , Kais Hamza , Fima C. Klebaner , Ziwen Zhong

Joint models of longitudinal and event-time data have been extensively studied and applied in many different fields. Estimation of joint models is challenging, most present procedures are computational expensive and have a strict…

Methodology · Statistics 2018-09-05 Yanqiao Zheng , Xiaobing Zhao , Xiaoqi Zhang

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

Non-probability samples become increasingly popular in survey statistics but may suffer from selection biases that limit the generalizability of results to the target population. We consider integrating a non-probability sample with a…

Methodology · Statistics 2019-08-26 Shu Yang , Jae Kwang Kim , Rui Song

A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…

Applications · Statistics 2014-05-06 Rafael Pimentel Maia , Per Madsen , Rodrigo Labouriau