Related papers: Modeling and Forecasting Time-Dependent Mortality …
Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…
Interpretation of empirical results based on a taxa's lifetime distribution shows apparently conflicting results. Species' lifetime is reported to be exponentially distributed, whereas higher order taxa, such as families or genera, follow a…
This study presents a framework for high-resolution mortality simulations tailored to insured and general populations. Due to the scarcity of detailed demographic-specific mortality data, we leverage Iterative Proportional Fitting (IPF) and…
The probability of the survival of the population of individuals of both sexes of given mature age, procreation rate and structure stability has been searched in the numerical experiment. The populations with long period of reproduction and…
Mortality patterns at a subnational level or across subpopulations are often used to examine the health of a population. In small populations, however, death counts are erratic. To deal with this problem, demographers have proposed…
This paper describes a general approach for stochastic modeling of assets returns and liability cash-flows of a typical pensions insurer. On the asset side, we model the investment returns on equities and various classes of fixed-income…
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…
We use a combination of extreme value theory, survival analysis and computer-intensive methods to analyze the mortality of Italian and French semi-supercentenarians for whom there are validated records. After accounting for the effects of…
The proliferation of mobile devices has led to the collection of large amounts of population data. This situation has prompted the need to utilize this rich, multidimensional data in practical applications. In response to this trend, we…
We propose a method of estimating the Total Loss of Healthy Life Years based on the first exit time theory for a stochastic process, the resulting Health State Function and the Deterioration Function estimated as the curvature of the health…
The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…
The likelihood function is central to both frequentist and Bayesian formulations of parametric statistical inference, and large-sample approximations to the sampling distributions of estimators and test statistics, and to posterior…
Transformer lifetime assessments plays a vital role in reliable operation of power systems. In this paper, leveraging sensory data, an approach in estimating transformer lifetime is presented. The winding hottest-spot temperature, which is…
In this paper, we propose a flexible cure rate model with frailty term in latent risk, which is obtained by incorporating a frailty term in risk function of latent competing causes. The number of competing causes of the event of interest…
Bayesian paradigm takes advantage of well fitting complicated survival models and feasible computing in survival analysis owing to the superiority in tackling the complex censoring scheme, compared with the frequentist paradigm. In this…
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…
Understanding patterns in mortality across subpopulations is essential for local health policy decision making. One of the key challenges of subnational mortality rate estimation is the presence of small populations and zero or near zero…
We introduce a new method for forecasting emergency call arrival rates that combines integer-valued time series models with a dynamic latent factor structure. Covariate information is captured via simple constraints on the factor loadings.…
This research explores how total mortality figures relate to age-standardized death rates within the United States, using the complete historical record of national mortality statistics. Through a detailed investigation of both all-cause…
Human mortality is in part a function of multiple socioeconomic factors that differ both spatially and temporally. Adjusting for other covariates, the human lifespan is positively associated with household wealth. However, the extent to…