Related papers: Forecasting mortality rates with functional signat…

We propose a dual-factor model for high-dimensional functional time series (HDFTS) that considers multiple populations. The HDFTS is first decomposed into a collection of functional time series (FTS) in a lower dimension and a group of…

The Survival Energy Model (SEM), as originally introduced by Shimizu et al. (2020), is designed to characterize human bioenergetics by employing diffusion processes or inverse Gaussian processes. While parametric models have been employed…

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…

Forecasts of mortality provide vital information about future populations, with implications for pension and health-care policy as well as for decisions made by private companies about life insurance and annuity pricing. Stochastic…

Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…

We develop a hierarchical infinite latent factor model (HIFM) to appropriately account for the covariance structure across subpopulations in data. We propose a novel Hierarchical Dirichlet Process shrinkage prior on the loadings matrix that…

Mortality is different across countries, states and regions. Several empirical research works however reveal that mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing…

Forecasting the effect of COVID-19 is essential to design policies that may prepare us to handle the pandemic. Many methods have already been proposed, particularly, to forecast reported cases and deaths at country-level and state-level.…

A linear mixed-effects (LME) model is proposed for modelling and forecasting single and multi-population age-specific death rates (ASDRs). The innovative approach that we take in this study treats age, the interaction between gender and…

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…

We introduce a modular framework that extends the signature method to handle American option pricing under evolving volatility roughness. Building on the signature-pricing framework of Bayer et al. (2025), we add three practical…

This paper presents an approach to incorporate mortality shocks into mortality projections produced by a stochastic multi-population mortality model. The proposed model combines a decreasing stochastic mortality trend with a…

This paper presents a novel approach for modeling mortality rates above age 70 by proposing a mixture-based model. This model is compared to four other widely used models: the Beard, Gompertz, Makeham, and Perks models. Our model can…

Monitoring the health status of patients and predicting mortality in advance is vital for providing patients with timely care and treatment. Massive medical signs in electronic health records (EHR) are fitted into advanced machine learning…

In the aftermath of the COVID-19 pandemic, empirical data have revealed that large-scale health crises not only cause immediate disruptions in mortality dynamics but also have persistent effects that may last for several years. Existing…

In this work we addressed the problem of capturing sequential information contained in longitudinal electronic health records (EHRs). Clinical notes, which is a particular type of EHR data, are a rich source of information and practitioners…

Utilizing clinical texts in survival analysis is difficult because they are largely unstructured. Current automatic extraction models fail to capture textual information comprehensively since their labels are limited in scope. Furthermore,…

Various engineering systems such as naval and aerial vehicles, offshore structures, and mechanical components of motorized systems, are exposed to fatigue failures due to stochastic loadings. Methods for early failure prediction are…

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…

Heart failure (HF) discharge planning depends on identifying patients at risk of deterioration or death, yet accurate prediction from routinely collected electronic health records (EHRs) remains challenging. We developed and validated…