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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…

Methodology · Statistics 2026-04-15 Samuel J. Clark

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…

Applications · Statistics 2025-10-21 Zhe Michelle Dong , Han Lin Shang , Francis Hui , Aaron Bruhn

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…

Applications · Statistics 2017-12-05 Monica Alexander , Emilio Zagheni , Magali Barbieri

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…

Applications · Statistics 2023-05-26 Patrik Andersson , Mathias Lindholm

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 ($e_0$)…

Applications · Statistics 2016-08-08 Hana Ševčíková , Nan Li , Vladimíra Kantorová , Patrick Gerland , Adrian E. Raftery

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…

Applications · Statistics 2023-03-23 Christopher Jackson , Belen Zapata-Diomedi , James Woodcock

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…

Applications · Statistics 2025-10-28 Giovanna Bimonte , Maria Russolillo , Han Lin Shang , Yang Yang

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…

Methodology · Statistics 2021-09-07 Søren Fiig Jarner

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…

Applications · Statistics 2023-11-28 Asmik Nalmpatian , Christian Heumann , Stefan Pilz

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…

Methodology · Statistics 2024-11-20 Han Lin Shang , Yang Yang

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…

Other Quantitative Biology · Quantitative Biology 2020-04-21 Weidong Huang

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,…

Applications · Statistics 2026-03-30 Pedro Menezes de Araújo , Isobel Claire Gormley , Thomas Brendan Murphy

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…

Applications · Statistics 2021-12-10 Lingyu He , Fei Huang , Yanrong Yang

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…

Machine Learning · Computer Science 2023-06-21 Daniel Stamate , Henry Musto , Olesya Ajnakina , Daniel Stahl

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…

Applications · Statistics 2026-03-05 G. Bimonte , M. Russolillo , Y. Yang , H. L. Shang

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)…

Applications · Statistics 2025-11-04 Yassin Tesfaw Abebe , Abdu Mohammed Seid , Lassi Roininen , Mohammed Seid Ali

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…

Applications · Statistics 2025-07-18 Corinna Perchtold , Julia Eisenberg , Philipp Otto

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…

Methodology · Statistics 2025-02-10 Cristian F. Jiménez-Varón , Ying Sun , Han Lin Shang