Related papers: Forecasting mortality rates with functional signat…
Fine-tuning pre-trained language models for downstream tasks has achieved impressive results in NLP. However, fine-tuning all parameters becomes impractical due to the rapidly increasing size of model parameters. To address this, Parameter…
Many existing mortality models follow the framework of classical factor models, such as the Lee-Carter model and its variants. Latent common factors in factor models are defined as time-related mortality indices (such as $\kappa_t$ in the…
In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspecification, selection effect, and lack of finite-sample…
We introduce a model-agnostic procedure to construct prediction intervals for the age distribution of deaths. The age distribution of deaths is an example of constrained data, which are nonnegative and have a constrained integral. A…
We consider determining change points in a time series of age-specific mortality and fertility curves observed over time. We propose two detection methods for identifying these change points. The first method uses a functional cumulative…
In this paper, we propose a novel methodology for pricing equity-indexed annuities featuring cliquet-style payoff structures and early surrender risk, using advanced financial modeling techniques. Specifically, the market is modeled by an…
Although traditional literature on mortality modeling has focused on single countries in isolation, recent contributions have progressively moved toward joint models for multiple countries. Besides favoring borrowing of information to…
As populations age, the rise of multimorbidity poses a significant healthcare challenge. However, our ability to quantitatively forecast the progression of multimorbidity remains limited. Leveraging a nationwide dataset comprising…
Especially in the insurance industry interest rate models play a crucial role e.g. to calculate the insurance company's liabilities, performance scenarios or risk measures. A prominant candidate is the 2-Additive-Factor Gaussian Model…
Early identification of intensive care patients at risk of in-hospital mortality enables timely intervention and efficient resource allocation. Despite high predictive performance, existing machine learning approaches lack transparency and…
Extensive bedside monitoring in Intensive Care Units (ICUs) has resulted in complex temporal data regarding patient physiology, which presents an upscale context for clinical data analysis. In the other hand, identifying the time-series…
Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…
The majority of biomedical studies use limited datasets that may not generalize over large heterogeneous datasets that have been collected over several decades. The current paper develops and validates several multimodal models that can…
Physical activity is crucial for human health. With the increasing availability of large-scale mobile health data, strong associations have been found between physical activity and various diseases. However, accurately capturing this…
Win statistics have gained increasing popularity as primary analysis methods for clinical trials with hierarchical endpoints (HEs) as primary endpoints. However, existing sample size and power calculation approaches in trial design still…
Most prognostic methods require a decent amount of data for model training. In reality, however, the amount of historical data owned by a single organization might be small or not large enough to train a reliable prognostic model. To…
New coronavirus disease (COVID-19) has constituted a global pandemic and has spread to most countries and regions in the world. By understanding the development trend of a regional epidemic, the epidemic can be controlled using the…
Patient monitoring is vital in all stages of care. We here report the development and validation of ICU length of stay and mortality prediction models. The models will be used in an intelligent ICU patient monitoring module of an…
Predicting Remaining Useful Life (RUL) plays a crucial role in the prognostics and health management of industrial systems that involve a variety of interrelated sensors. Given a constant stream of time series sensory data from such…
Diverse analysis approaches have been proposed to distinguish data missing due to death from nonresponse, and to summarize trajectories of longitudinal data truncated by death. We demonstrate how these analysis approaches arise from…