Related papers: A Probabilistic Framework for Estimating the Modal…

Recently, a number of statistical problems have found an unexpected solution by inspecting them through a "modal point of view". These include classical tasks such as clustering or regression. This has led to a renewed interest in…

Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In addition, we present how these techniques can…

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…

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…

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…

Although the analysis of human mortality has a well-established history, the attempt to accurately forecast future death-rate patterns for different age groups and time horizons still attracts active research. Such a predictive focus has…

In this article, we use the illness-death model to present a mathematical framework for studying the compression of morbidity (COM) hypothesis. It turns out that questions about COM are completely determined by the transition rates in the…

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 considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two-step process, possibly…

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.…

We provide forecasts for mortality rates by using two different approaches. First we employ dynamic non-linear logistic models based on Heligman-Pollard formula. Second, we assume that the dynamics of the mortality rates can be modelled…

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under…

We investigate state-level age-specific mortality trends based on the United States Mortality Database (USMDB) published by the Human Mortality Database. In tandem with looking at the longevity experience across the 51 states, we also…

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…

Recently, we have shown that the age-specific prevalence of a disease can be related to the transition rates in the illness-death model via a partial differential equation (PDE). In case of a chronic disease, we show that the PDE can be…

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,…

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…

Aggregated health data such as claims data from health insurances become more and more available for research purposes. Estimates of excess mortality from prevalence and incidence of a chronic condition have only been possible for ages 50…

In life insurance, life tables are used to estimate the survival distribution of individuals from a given population. However, these tables only provide survival probabilities at integer ages but no information about the distribution of…

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…