Related papers: Mortality simulations for insured and general popu…

In this paper, we introduce a general numerical method to approximate the reproduction numbers of a large class of multi-group, age-structured, population models with a finite age span. To provide complete flexibility in the definition of…

This paper proposes a new extension of the linear failure rate (LFR) model to better capture real-world lifetime data. The model incorporates an additional shape parameter to increase flexibility. It helps model the minimum survival time…

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,…

We consider a large, homogeneous portfolio of life or disability annuity policies. The policies are assumed to be independent conditional on an external stochastic process representing the economic-demographic environment. Using a…

We use the illness-death model (IDM) for chronic conditions to derive a new analytical relation between the transition rates between the states of the IDM. The transition rates are the incidence rate (i) and the mortality rates of people…

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.…

Idiopathic Pulmonary Fibrosis (IPF) is an inexorably progressive fibrotic lung disease with a variable and unpredictable rate of progression. CT scans of the lungs inform clinical assessment of IPF patients and contain pertinent information…

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…

Advances in precision medicine increasingly drive methodological innovation in health research. A key development is the use of personalized prediction models (PPMs), which are fit using a similar subpopulation tailored to a specific index…

While abundant empirical studies support the long-range dependence (LRD) of mortality rates, the corresponding impact on mortality securities are largely unknown due to the lack of appropriate tractable models for valuation and risk…

Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…

This article presents a stochastic framework to quantify the biometric risk of an insurance portfolio in solvency regimes such as Solvency II or the Swiss Solvency Test (SST). The main difficulty in this context constitutes in the proper…

We propose a new model for comprehensively monitoring the health status of individuals by calculating a personal health index. The central framework of the model is the International Classification of Functioning, Disability and Health…

To date, developing a good model for early intensive care unit (ICU) mortality prediction is still challenging. This paper presents a patient based predictive modeling framework (PPMF) to improve the performance of ICU mortality prediction…

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 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…

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…

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…

Under the Solvency II regime, life insurance companies are asked to derive their solvency capital requirements from the full loss distributions over the coming year. Since the industry is currently far from being endowed with sufficient…

In usual demographic analysis, force of mortality is a function of one variable, that is, of age. In this article bi-variate and multivariate force of mortality functions are introduced for the first time to explain mortality differentials.…