Related papers: Stochastic frailty models for modeling and forecas…
In the context of clinical and biomedical studies, joint frailty models have been developed to study the joint temporal evolution of recurrent and terminal events, capturing both the heterogeneous susceptibility to experiencing a new…
Traditional survival analysis techniques focus on the occurrence of failures over the time. During analysis of such events, ignoring the related unobserved covariates or heterogeneity involved in data sample may leads us to adverse…
Within the performance-based earthquake engineering (PBEE) framework, the fragility model plays a pivotal role. Such a model represents the probability that the engineering demand parameter (EDP) exceeds a certain safety threshold given a…
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…
In this paper, we propose a flexible cure rate model with frailty term in latent risk, which is obtained by incorporating a frailty term in risk function of latent competing causes. The number of competing causes of the event of interest…
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…
This paper presents a functional linear Cox regression model with frailty to tackle unobserved heterogeneity in survival data with functional covariates. While traditional Cox models are common, they struggle to incorporate frailty effects…
This book handles the fatty liver disease from the bio-statistical point of view . It discusses the disease process in the simple general form of health-disease-death multi-states model . Continuous Time Markov Chains are used to estimate…
This paper expands traditional stochastic volatility models by allowing for time-varying skewness without imposing it. While dynamic asymmetry may capture the likely direction of future asset returns, it comes at the risk of leading to…
This paper sets out a forecasting method that employs a mixture of parametric functions to capture the pattern of fertility with respect to age. The overall level of cohort fertility is decomposed over the range of fertile ages using a…
Accurate forecasts of weekly mortality are essential for public health and the insurance industry. We develop a forecasting framework that extends the Lee-Carter model with age- and region-specific seasonal effects and penalized distributed…
The increasing life expectancy enhances the importance of mortality forecasting. Most developing nations, including Tanzania, forecast mortality rates using static life tables. However, these tables exaggerate death probabilities by…
The determination of the shapes of mortality curves, the estimation and projection of mortality patterns over time, and the investigation of differences in mortality patterns across different small underdeveloped populations have received…
Multiple indications of disease progression found in a cancer patient by loco-regional relapse, distant metastasis and death. Early identification of these indications is necessary to change the treatment strategy. Biomarkers play an…
The risk of dying increases exponentially with age, in humans as well as in many other species. This increase is often attributed to the "accumulation of damage" known to occur in many biological structures and systems. The aim of this…
Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with…
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…
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…
Aging is associated with the accumulation of damage throughout a persons life. Individual health can be assessed by the Frailty Index (FI). The FI is calculated simply as the proportion $f$ of accumulated age related deficits relative to…
In this article, we have modeled mortality rates of Peruvian female and male populations during the period of 1950-2017 using the Lee-Carter (LC) model. The stochastic mortality model was introduced by Lee and Carter (1992) and has been…