Related papers: Bayesian mortality modelling with pandemics: a van…

Predicting the evolution of mortality rates plays a central role for life insurance and pension funds.Various stochastic frameworks have been developed to model mortality patterns taking into account the main stylized facts driving these…

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…

Several approaches have been developed for forecasting mortality using the stochastic model. In particular, the Lee-Carter model has become widely used and there have been various extensions and modifications proposed to attain a broader…

Epidemic models play a key role in understanding and responding to the emerging COVID-19 pandemic. Widely used compartmental models are static and are of limited use to evaluate intervention strategies with the emerging pandemic. Applying…

We propose a probabilistic mortality forecasting model that can be applied to derive forecasts for populations with regular and irregular mortality developments. Our model (1) uses rates of mortality improvement to model dynamic age…

Epidemic models are invaluable tools to understand and implement strategies to control the spread of infectious diseases, as well as to inform public health policies and resource allocation. However, current modeling approaches have…

There have been significant efforts devoted to solving the longevity risk given that a continuous growth in population ageing has become a severe issue for many developed countries over the past few decades. The Cairns-Blake-Dowd (CBD)…

To investigate intervention effects on rare events, meta-analysis techniques are commonly applied in order to assess the accumulated evidence. When it comes to adverse effects in clinical trials, these are often most adequately handled…

Reliable mortality estimates at the subnational level are essential in the study of health inequalities within a country. One of the difficulties in producing such estimates is the presence of small populations, where the stochastic…

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…

Improving health worldwide will require rigorous quantification of population-level trends in health status. However, global-level surveys are not available, forcing researchers to rely on fragmentary country-specific data of varying…

The COVID-19 pandemic has emphasized the need for a robust understanding of epidemic models. Current models of epidemics are classified as either mechanistic or non-mechanistic: mechanistic models make explicit assumptions on the dynamics…

The role of epidemiological models is crucial for informing public health officials during a public health emergency, such as the COVID-19 pandemic. However, traditional epidemiological models fail to capture the time-varying effects of…

This study investigated the performance, explainability, and robustness of deployed artificial intelligence (AI) models in predicting mortality during the COVID-19 pandemic and beyond. The first study of its kind, we found that Bayesian…

We propose a general Bayesian approach to modeling epidemics such as COVID-19. The approach grew out of specific analyses conducted during the pandemic, in particular an analysis concerning the effects of non-pharmaceutical interventions…

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…

For many infectious disease outbreaks, the at-risk population changes their behavior in response to the outbreak severity, causing the transmission dynamics to change in real-time. Behavioral change is often ignored in epidemic modeling…

The last two centuries have seen a significant increase in life expectancy. Although past trends suggest that mortality will continue to decline in the future, uncertainty and instability about the development is greatly increased due to…

Mortality forecasting methods in the Lee-Carter tradition extrapolate temporal components via time-series models, often producing forecasts that systematically underpredict life expectancy at long horizons. This bias is consequential for…

Forecasts of mortality provide vital information about future populations, with implications for pension and health-care policy as well as for decisions made by private companies about life insurance and annuity pricing. Stochastic…