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Mortality forecasting plays a pivotal role in insurance and financial risk management of life insurers, pension funds, and social securities. Mortality data is usually high-dimensional in nature and favors factor model approaches to…

Applications · Statistics 2021-12-10 Lingyu He , Fei Huang , Yanrong Yang

We propose a nonstationary functional time series forecasting method with an application to age-specific mortality rates observed over the years. The method begins by taking the first-order differencing and estimates its long-run covariance…

Methodology · Statistics 2024-11-20 Han Lin Shang , Yang Yang

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…

Populations and Evolution · Quantitative Biology 2013-11-22 Duncan O. S. Gillespie , Meredith V. Trotter , Shripad D. Tuljapurkar

Bayesian paradigm takes advantage of well fitting complicated survival models and feasible computing in survival analysis owing to the superiority in tackling the complex censoring scheme, compared with the frequentist paradigm. In this…

Methodology · Statistics 2021-09-10 Chong Zhong , Zhihua Ma , Junshan Shen , Catherine Liu

The gradual accumulation of damage and dysregulation during the aging of living organisms can be quantified. Even so, the aging process is complex and has multiple interacting physiological scales -- from the molecular to cellular to whole…

Quantitative Methods · Quantitative Biology 2021-05-06 Spencer Farrell , Garrett Stubbings , Kenneth Rockwood , Arnold Mitnitski , Andrew Rutenberg

Assessing climate-driven mortality risk has become an emerging area of research in recent decades. In this paper, we propose a novel approach to explicitly incorporate climate-driven effects into both single- and multi-population stochastic…

Applications · Statistics 2025-06-03 Jiacheng Min , Han Li , Thomas Nagler , Shuanming Li

We consider a compositional data analysis approach to forecasting the age distribution of death counts. Using the age-specific period life-table death counts in Australia obtained from the Human Mortality Database, the compositional data…

Applications · Statistics 2020-09-22 Han Lin Shang , Steven Haberman

The Global Burden of Diseases, Injuries, and Risk Factors Study (GBD) is the single largest and most detailed scientific effort ever conducted to quantify levels and trends in health. This global health model to estimate mortality rates and…

In this paper we give a solution to the quickest drift change detection problem for a multivariate L\'evy process consisting of both continuous (Gaussian) and jump components in the Bayesian approach. We do it for a general 0-modified…

Probability · Mathematics 2022-04-22 Michał Krawiec , Zbigniew Palmowski

We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…

Applications · Statistics 2015-11-06 Francisco J. Rubio , Yili Hong

Insurance risks data typically exhibit skewed behaviour. In this paper, we propose a Bayesian approach to capture the main features of these datasets. This work extends the methodology introduced in Villa and Walker (2014a) by considering…

Methodology · Statistics 2016-07-19 Fabrizio Leisen , Juan Miguel Marin , Cristiano Villa

We present new Bayesian methodology for consumer sales forecasting. With a focus on multi-step ahead forecasting of daily sales of many supermarket items, we adapt dynamic count mixture models to forecast individual customer transactions,…

Methodology · Statistics 2022-06-07 Lindsay R. Berry , Paul Helman , Mike West

Computer Vision practitioners must thoroughly understand their model's performance, but conditional evaluation is complex and error-prone. In biometric verification, model performance over continuous covariates---real-number attributes of…

Machine Learning · Computer Science 2020-09-22 Mel McCurrie , Hamish Nicholson , Walter J. Scheirer , Samuel Anthony

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…

Methodology · Statistics 2022-01-05 Chen Tang , Han Lin Shang , Yanrong Yang

The study considers the model of an abstract organism, called Arbitrary Oscillator (ArbO), which is capable of making decisions at each timed step. These decisions are 'critical' since, randomly, their outcome can be 'fatal' for ArbO, thus…

Physics and Society · Physics 2026-01-07 Giuseppe Alberti

Over time, the performance of clinical prediction models may deteriorate due to changes in clinical management, data quality, disease risk and/or patient mix. Such prediction models must be updated in order to remain useful. Here, we…

Elderly ICU patients with coexisting diabetes mellitus and heart failure experience markedly elevated short-term mortality, yet few predictive models are tailored to this high-risk group. Diabetes mellitus affects nearly 30% of U.S. adults…

Applications · Statistics 2025-06-19 Junyi Fan , Shuheng Chen , Li Sun , Yong Si , Elham Pishgar , Kamiar Alaei , Greg Placencia , Maryam Pishgar

This article presents a comprehensive study of the continuous McKendrick model, which serves as a foundational framework in population dynamics and epidemiology. The model is formulated through partial differential equations that describe…

Populations and Evolution · Quantitative Biology 2026-01-23 Dragos-Patru Covei

We introduce a broad class of spatial models to describe how spatially heterogeneous populations live, die, and reproduce. Individuals are represented by points of a point measure, whose birth and death rates can depend both on spatial…

Probability · Mathematics 2024-01-02 Alison M. Etheridge , Thomas G. Kurtz , Ian Letter , Peter L. Ralph , Terence Tsui Ho Lung

Malaria is one of the deadliest diseases in the world, every year millions of people become victims of this disease and many even lose their lives. Medical professionals and the government could take accurate measures to protect the people…

Populations and Evolution · Quantitative Biology 2025-01-03 Adithya Rajnarayanan , Manoj Kumar , Abdessamad Tridane
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