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A new stochastic method for describing mortality is proposed and explored. It is based on differences of observed times series of the transform $\log(-\log x)$ of survival probabilities which seem to follow simple patterns over the years.…
As the aging population grows, particularly for the baby boomer generation, the United States is witnessing a significant increase in the elderly population experiencing multifunctional disabilities. These disabilities, stemming from a…
Existing mortality forecasting methods focus on age-specific mortality rates, which lie in an unconstrained space and overlook the distributional nature of life-table death counts. Few studies have developed and compared forecasting methods…
Recently we developed a new framework in Hirz et al (2015) to model stochastic mortality using extended CreditRisk$^+$ methodology which is very different from traditional time series methods used for mortality modelling previously. In this…
In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned with abnormal cohort effects such as those for generations 1919…
In this study, we introduce a novel and comprehensive extension of a Bayesian spatio-temporal disease mapping model that explicitly accounts for gender-specific effects of meteorological exposures. Leveraging fine-scale weekly mortality and…
Drug overdose deaths continue to increase in the United States for all major drug categories. Over the past two decades the total number of overdose fatalities has increased more than five-fold; since 2013 the surge in overdose rates is…
Diverse analysis approaches have been proposed to distinguish data missing due to death from nonresponse, and to summarize trajectories of longitudinal data truncated by death. We demonstrate how these analysis approaches arise from…
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…
Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume…
Chronic diseases frequently co-occur in patterns that are unlikely to arise by chance, a phenomenon known as multimorbidity. This growing challenge for patients and healthcare systems is amplified by demographic aging and the rising burden…
A common goal in modeling demographic rates is to compare two or more groups. For ex- ample comparing mortality rates between men and women or between geographic regions may reveal health inequalities. A popular class of models for…
We present an extension of the Li and Lee model to quantify mortality in five European countries during the COVID-19 pandemic. The first two factors are used to model the pre-COVID mortality, with the first layer modelling the common trend…
Multistate models offer a powerful framework for studying disease processes and can be used to formulate intensity-based and more descriptive marginal regression models. They also represent a natural foundation for the construction of joint…
Accurate mortality modeling is central to actuarial science and public health, especially as mental health emerges as a significant factor in population outcomes. This paper develops and applies a Bayesian hierarchical model to analyze U.S.…
To better understand mortality change with age capturing the variability in individuals' rates of aging, we performed comprehensive analysis of statistical properties of a cumulative index of age-associated disorders (deficits), called a…
Stroke remains a leading cause of global morbidity and mortality, imposing a heavy socioeconomic burden. Advances in endovascular reperfusion therapy and CT and MR imaging for treatment guidance have significantly improved patient outcomes.…
End-stage renal disease has many adverse complications associated with it leading to 20-50% higher mortality rates in people than those without the disease. This makes it one of the leading causes of death in the United States. This article…
High-frequency mortality data have attracted growing attention, but their use has largely been confined to specific applications rather than general modelling and forecasting. Such data pose new challenges to traditional mortality models…
Machine learning has successfully framed many sequential decision making problems as either supervised prediction, or optimal decision-making policy identification via reinforcement learning. In data-constrained offline settings, both…