Related papers: Modeling and Forecasting Time-Dependent Mortality …
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…
Understanding and forecasting mortality by cause is an essential branch of actuarial science, with wide-ranging implications for decision-makers in public policy and industry. To accurately capture trends in cause-specific mortality, it is…
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…
This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two-step process, possibly…
The United Nations released official probabilistic population projections (PPP) for all countries for the first time in July 2014. These were obtained by projecting the period total fertility rate (TFR) and life expectancy at birth ($e_0$)…
A widely-used model for determining the long-term health impacts of public health interventions, often called a "multistate lifetable", requires estimates of incidence, case fatality, and sometimes also remission rates, for multiple…
Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields more accurate predictions than those generated by a single…
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…
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…
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…
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…
The existing life table method needs to calculate the age-specific mortality first, not only has too many and complicated calculation steps, but also introduces the multiple approximation to bring error. This paper redefines the probability…
Age-specific probabilities of death provide a snapshot of population mortality at the country level at a given point in time. Due to the high dimensionality of the data, summarising mortality information is essential for various analyses,…
Accurate estimates of the under-5 mortality rate (U5MR) in a developing world context are a key barometer of the health of a nation. This paper describes new models to analyze survey data on mortality in this context. We are interested in…
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…
Machine learning models that aim to predict dementia onset usually follow the classification methodology ignoring the time until an event happens. This study presents an alternative, using survival analysis within the context of machine…
A well-established insight in mortality forecasting is that combining predictions from a set of models improves accuracy compared to relying on a single best model. This paper proposes a novel ensemble approach based on Shapley values, a…
This study presents a spatiotemporal dual Bayesian model that examines both the occurrence and number of conflict fatalities using event-level data from Ethiopia (1997-2024), sourced from the Armed Conflict Location and Event Data (ACLED)…
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…
We introduce a statistical method for modeling and forecasting functional panel data represented by multiple densities. Density functions are nonnegative and have a constrained integral and thus do not constitute a linear vector space. We…