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There have been significant efforts devoted to solving the longevity risk given that a continuous growth in population ageing has become a severe issue for many developed countries over the past few decades. The Cairns-Blake-Dowd (CBD)…

Applications · Statistics 2024-12-30 Ka Kin Lam , Bo Wang

The well-known Lee-Carter model uses a bilinear form $\log(m_{x,t})=a_x+b_xk_t$ to represent the log mortality rate and has been widely researched and developed over the past thirty years. However, there has been little attention being paid…

Methodology · Statistics 2023-11-07 Yiping Guo , Johnny Siu-Hang Li

The current outbreak of COVID-19 has called renewed attention to the need for sound statistical analysis for monitoring mortality patterns and trends over time. Excess mortality has been suggested as the most appropriate indicator to…

Applications · Statistics 2020-10-13 Patrizio Vanella , Ugofilippo Basellini , Berit Lange

Exposure to high ambient temperatures is a significant driver of preventable mortality, with non-linear health effects and elevated risks in specific regions. To capture this complexity and account for spatial dependencies across small…

Applications · Statistics 2025-10-22 Xinyi Chen , Marta Blangiardo , Connor Gascoigne , Garyfallos Konstantinoudis

This paper extends the Lee-Carter model for single- and multi-populations to account for pandemic jump effects of vanishing kind, allowing for a more comprehensive and accurate representation of mortality rates during a pandemic,…

Applications · Statistics 2024-08-30 Julius Goes , Karim Barigou , Anne Leucht

Assessing the causal effect of time-varying exposures on recurrent event processes is challenging in the presence of a terminating event. Our objective is to estimate both the short-term and delayed marginal causal effects of exposures on…

In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can…

Methodology · Statistics 2022-08-03 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

Environmental exposures, such as air pollution and extreme temperatures, have complex effects on human health. These effects are often characterized by non-linear exposure-lag-response relationships and delayed impacts over time. Accurately…

Methodology · Statistics 2025-12-02 Álvaro Briz-Redón , Ana Corberán-Vallet , Adina Iftimi , Carmen Íñiguez

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…

Applications · Statistics 2026-03-26 Yanxin Liu , Kenneth Q. Zhou

Existing mortality forecasting methods focus on age-specific mortality rates, which lie in an unconstrained space and overlook the distributional nature of life-table death counts. Few studies have developed and compared forecasting methods…

Methodology · Statistics 2026-04-23 Han Lin Shang , Cristian F. Jiménez-Varón

The predominant way of modelling mortality rates is the Lee-Carter model and its many extensions. The Lee-Carter model and its many extensions use a latent process to forecast. These models are estimated using a two-step procedure that…

Applications · Statistics 2016-12-14 Eric Beutner , Simon Reese , Jean-Pierre Urbain

Several approaches have been developed for forecasting mortality using the stochastic model. In particular, the Lee-Carter model has become widely used and there have been various extensions and modifications proposed to attain a broader…

Applications · Statistics 2011-08-04 Valeria D'Amato , Gabriella Piscopo , Maria Russolillo

Background: Seasonal influenza causes a substantial burden on healthcare services over the winter period when these systems are already under pressure. Policies during the COVID-19 pandemic supressed the transmission of season influenza,…

Using fine-grained, publicly available data, this paper studies the short-term association between environmental factors, i.e., weather and air pollution characteristics, and weekly mortality rates in small geographical regions in Europe.…

Applications · Statistics 2024-10-07 Jens Robben , Katrien Antonio , Torsten Kleinow

Timely and effective decision-making is critical during epidemics to reduce preventable infections and deaths. This demands integrated models that jointly capture disease dynamics, vaccine distribution, regional disparities, and behavioral…

Social and Information Networks · Computer Science 2025-11-26 Kimiya Jozani , Nihal A. Sageer , Hode Eldardiry , Sait Tunc , Esra Buyuktahtakin Toy

A major challenge of climate change adaptation is to assess the effect of changing weather on human health. In spite of an increasing literature on the weather-related health subject, many aspect of the relationship are not known, limiting…

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…

General Finance · Quantitative Finance 2010-01-13 Frédéric Planchet , Laurent Faucillon , Marc Juillard

Illness-death models are a class of stochastic models inside the multi-state framework. In those models, individuals are allowed to move over time between different states related to illness and death. They are of special interest when…

Applications · Statistics 2022-10-14 Fran Llopis-Cardona , Carmen Armero , Gabriel Sanfélix-Gimeno

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…

In this study, we introduce a novel and comprehensive extension of a Bayesian spatio-temporal disease mapping model that explicitly accounts for gender-specific effects of meteorological exposures. Leveraging fine-scale weekly mortality and…

Applications · Statistics 2025-07-18 Corinna Perchtold , Julia Eisenberg , Philipp Otto