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

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In the initial wave of the COVID-19 pandemic we observed great discrepancies in both infection and mortality rates between countries. Besides the biological and epidemiological factors, a multitude of social and economic criteria also…

Physics and Society · Physics 2022-01-14 Viktor Stojkoski , Zoran Utkovski , Petar Jolakoski , Dragan Tevdovski , Ljupco Kocarev

We provide forecasts for mortality rates by using two different approaches. First we employ dynamic non-linear logistic models based on Heligman-Pollard formula. Second, we assume that the dynamics of the mortality rates can be modelled…

Applications · Statistics 2019-01-29 Angelos Alexopoulos , Petros Dellaportas , Jonathan J. Forster

This paper extends Bayesian mortality projection models for multiple populations considering the stochastic structure and the effect of spatial autocorrelation among the observations. We explain high levels of overdispersion according to…

Methodology · Statistics 2021-03-08 Zhen Liu , Xiaoqian Sun , Yu-Bo Wang

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…

General Finance · Quantitative Finance 2010-01-13 Frédéric Planchet , Laurent Faucillon , Marc Juillard

The effect of public health interventions on an epidemic are often estimated by adding the intervention to epidemic models. During the Covid-19 epidemic, numerous papers used such methods for making scenario predictions. The majority of…

Methodology · Statistics 2024-10-16 Heejong Bong , Valérie Ventura , Larry Wasserman

The COVID-19 pandemic has been characterised by multiple waves of transmission driven by interventions and emerging variants, challenging epidemic models that assume gradually evolving transmission dynamics. We propose a class of…

Applications · Statistics 2026-05-05 Patrick Aschermayr , Konstantinos Kalogeropoulos , Nikolaos Demiris

Excess mortality, i.e. the difference between expected and observed mortality, is used to quantify the death toll of mortality shocks, such as infectious disease-related epidemics and pandemics. However, predictions of expected mortality…

Applications · Statistics 2025-02-18 Ainhoa-Elena Leger , Silvia Rizzi , Ugofilippo Basellini

This paper extends the canonical model of epidemiology, the SIRD model, to allow for time-varying parameters for real-time measurement and prediction of the trajectory of the Covid-19 pandemic. Time variation in model parameters is captured…

Econometrics · Economics 2023-02-01 Cem Cakmakli , Yasin Simsek

I present three types of applications of generalized additive models (GAMs) to COVID-19 mortality rates in the US for the purpose of advancing methods to document inequities with respect to which communities suffered disproportionate…

Applications · Statistics 2022-12-01 Christian Testa

Quantifying the number of deaths caused by the COVID-19 crisis has been an ongoing challenge for scientists, and no golden standard to do so has yet been established. We propose a principled approach to calculate age-adjusted yearly excess…

Applications · Statistics 2023-12-20 Giacomo De Nicola , Göran Kauermann

In this paper, we develop a Bayesian calendar-time survival model motivated by infectious disease prevention studies occurring during an epidemic, when the risk of infection can change rapidly as the epidemic curve shifts. For studies in…

Methodology · Statistics 2026-02-24 Angela M Dahl , Elizabeth R Brown

Bayesian adaptive designs have gained popularity in all phases of clinical trials with numerous new developments in the past few decades. During the COVID-19 pandemic, the need to establish evidence for the effectiveness of vaccines,…

Methodology · Statistics 2022-03-08 Shirin Golchi

Many existing mortality models follow the framework of classical factor models, such as the Lee-Carter model and its variants. Latent common factors in factor models are defined as time-related mortality indices (such as $\kappa_t$ in the…

Methodology · Statistics 2021-02-04 Lingyu He , Fei Huang , Jianjie Shi , Yanrong Yang

Although traditional literature on mortality modeling has focused on single countries in isolation, recent contributions have progressively moved toward joint models for multiple countries. Besides favoring borrowing of information to…

Applications · Statistics 2025-04-08 Giovanni Romanò , Emanuele Aliverti , Daniele Durante

Reliable estimates of volatility and correlation are fundamental in economics and finance for understanding the impact of macroeconomics events on the market and guiding future investments and policies. Dependence across financial returns…

Cluster-randomized trials (CRTs) on fragile populations frequently encounter complex attrition problems where the reasons for missing outcomes can be heterogeneous, with participants who are known alive, known to have died, or with unknown…

Methodology · Statistics 2025-05-06 Guangyu Tong , Chenxi Li , Eric Velazquez , Michael O. Harhay , Fan Li

Most COVID-19 predictive modeling efforts use statistical or mathematical models to predict national- and state-level COVID-19 cases or deaths in the future. These approaches assume parameters such as reproduction time, test positivity…

Illness-death models are a class of stochastic models inside the multi-state framework. In those models, individuals are allowed to move over time between different states related to illness and death. They are of special interest when…

Applications · Statistics 2022-10-14 Fran Llopis-Cardona , Carmen Armero , Gabriel Sanfélix-Gimeno

This paper introduces new methods to track the offset between two multivariate time series on a continuous basis. We then apply this framework to COVID-19 counts on a state-by-state basis in the United States to determine the progression…

Physics and Society · Physics 2022-12-19 Nick James , Max Menzies

Mortality is different across countries, states and regions. Several empirical research works however reveal that mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing…

Applications · Statistics 2020-09-10 Lei Fang , Wolfgang K. Härdle , Juhyun Park