Related papers: Forecasting mortality rates with functional signat…
We propose the use of statistical emulators for the purpose of valuing mortality-linked contracts in stochastic mortality models. Such models typically require (nested) evaluation of expected values of nonlinear functionals of…
In most cases, mortality is analysed considering summary indicators (e.~g. $e_0$ or $e^{\dagger}_0$) that either focus on a specific mortality component or pool all component-specific information in one measure. This can be a limitation,…
This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mortality models such as the Lee-Carter class of models in 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…
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.…
Modelling and forecasting homogeneous age-specific mortality rates of multiple countries could lead to improvements in long-term forecasting. Data fed into joint models are often grouped according to nominal attributes, such as geographic…
A rapid decline in mortality and fertility has become major issues in many developed countries over the past few decades. A precise model for forecasting demographic movements is important for decision making in social welfare policies and…
Age-specific life-table death counts observed over time are examples of densities. Non-negativity and summability are constraints that sometimes require modifications of standard linear statistical methods. The centered log-ratio…
Traditionally health statistics are derived from civil and/or vital registration. Civil registration in low-income countries varies from partial coverage to essentially nothing at all. Consequently the state of the art for public health…
We developed two new alternatives to signature-based, spatial autoregressive models. In a simulation study, we found that the new models performed at least as well as existing approaches but presented shorter computation times. We then used…
This paper presents a new and flexible prognostics framework based on a higher order hidden semi-Markov model (HOHSMM) for systems or components with unobservable health states and complex transition dynamics. The HOHSMM extends the basic…
When modeling sub-national mortality rates, it is important to incorporate any possible correlation among sub-populations to improve forecast accuracy. Moreover, forecasts at the sub-national level should aggregate consistently across the…
We introduce a nonparametric bootstrap procedure based on a dynamic factor model to construct pointwise prediction intervals for period life-table death counts. The age distribution of death counts is an example of constrained data, which…
A major challenge of climate change adaptation is to assess the effect of changing weather on human health. In spite of an increasing literature on the weather-related health subject, many aspect of the relationship are not known, limiting…
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 introduces a novel generalized additive mixed model (GAMM) for mortality modelling, utilizing the mortality covariate $k_t$ as proposed by Dastranj-Kolar. Our findings indicate that the GAMM effectively addresses this…
The use of artificial intelligence in clinical care to improve decision support systems is increasing. This is not surprising since, by its very nature, the practice of medicine consists of making decisions based on observations from…
Assessing climate-driven mortality risk has become an emerging area of research in recent decades. In this paper, we propose a novel approach to explicitly incorporate climate-driven effects into both single- and multi-population stochastic…
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…
In this paper, we provide a comprehensive cross-country validation study of compositional mortality modeling and forecasting methods. Thus, we consider two one-to-one transformations: the cumulative distribution function and the centered…