Related papers: Forecasting Age Distribution of Deaths: Cumulative…
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…
Risk prediction is central to both clinical medicine and public health. While many machine learning models have been developed to predict mortality, they are rarely applied in the clinical literature, where classification tasks typically…
Survival analysis studies and predicts the time of death, or other singular unrepeated events, based on historical data, while the true time of death for some instances is unknown. Survival trees enable the discovery of complex nonlinear…
A framework for robust optimization under uncertainty based on the use of the generalized inverse distribution function (GIDF), also called quantile function, is here proposed. Compared to more classical approaches that rely on the usage of…
The gradual accumulation of damage and dysregulation during the aging of living organisms can be quantified. Even so, the aging process is complex and has multiple interacting physiological scales -- from the molecular to cellular to whole…
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…
Using an extended version of the credit risk model CreditRisk+, we develop a flexible framework with numerous applications amongst which we find stochastic mortality modelling, forecasting of death causes as well as profit and loss…
In this article, we present several formulas that make it easier to compute the net single premiums when the mortality force over the fractional ages is assumed to be constant (C). More precisely, we compute the moments of the random…
We propose a new theory for aging based on dynamical systems and provide a data-driven computational method to quantify the changes at the cellular level. We use ergodic theory to decompose the dynamics of changes during aging and show that…
Automated facial age estimation has diverse real-world applications in multimedia analysis, e.g., video surveillance, and human-computer interaction. However, due to the randomness and ambiguity of the aging process, age assessment is…
Survival analysis aims at modeling the relationship between covariates and event occurrence with some untracked (censored) samples. In implementation, existing methods model the survival distribution with strong assumptions or in a discrete…
The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic…
Copulas allow a flexible and simultaneous modeling of complicated dependence structures together with various marginal distributions. Especially if the density function can be represented as the product of the marginal density functions and…
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…
In this article we investigate a state-space representation of the Lee-Carter model which is a benchmark stochastic mortality model for forecasting age-specific death rates. Existing relevant literature focuses mainly on mortality…
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,…
Early recognition of risky trajectories during an Intensive Care Unit (ICU) stay is one of the key steps towards improving patient survival. Learning trajectories from physiological signals continuously measured during an ICU stay requires…
We consider dynamic versions of the mutual information of lifetime distributions, with focus on past lifetimes, residual lifetimes and mixed lifetimes evaluated at different instants. This allows to study multicomponent systems, by…
In order to implement disease-specific interventions in young age groups, policy makers in low- and middle-income countries require timely and accurate estimates of age- and cause-specific child mortality. High quality data is not available…
Separate modelling of cause specific mortality rates and their projections can yield inconsistent forecasts when the sum of deaths by cause does not match the total observed in a population. We develop a hierarchical probabilistic framework…