Related papers: Mortality Modeling and Forecasting with the Actuar…
Different ways of calculating mortality ratios during epidemics have yielded very different results, particularly during the current COVID-19 pandemic. We formulate both a survival probability model and an associated infection…
In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…
High-frequency mortality data have attracted growing attention, but their use has largely been confined to specific applications rather than general modelling and forecasting. Such data pose new challenges to traditional mortality models…
Like density functions, period life-table death counts are nonnegative and have a constrained integral, and thus live in a constrained nonlinear space. Implementing established modelling and forecasting methods without obeying these…
The sensitivity of climate models to increasing CO2 concentration and the climate response at decadal time scales are still major factors of uncertainty for the assessment of the long and short term effects of anthropogenic climate change.…
Mortality is different across countries, states and regions. Several empirical research works however reveal that mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing…
When modeling sub-national mortality rates, it is important to incorporate any possible correlation among sub-populations to improve forecast accuracy. Moreover, forecasts at the sub-national level should aggregate consistently across the…
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…
Simultaneous concurrence of extreme values across multiple climate variables can result in large societal and environmental impacts. Therefore, there is growing interest in understanding these concurrent extremes. In many applications, not…
Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…
Clinical decision-making is a feedback system where risk estimates influence treatment, which in turn changes disease trajectories, and both shape clinicians' measurement practices. Static prediction often fails clinically: models trained…
There has been growing interest on forecasting mortality. In this article, we propose a novel dynamic Bayesian approach for modeling and forecasting the age-at-death distribution, focusing on a three-components mixture of a Dirac mass, a…
This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mortality models such as the Lee-Carter class of models in a…
The growth in variable renewables such as solar and wind is increasing the impact of climate uncertainty in energy system planning. Addressing this ideally requires high-resolution time series spanning at least a few decades. However,…
Research on environmental risk modeling relies on numerous indicators to quantify the magnitude and frequency of extreme climate events, their ecological, economic, and social impacts, and the coping mechanisms that can reduce or mitigate…
Anthropogenic climate change (ACC) is altering the frequency and intensity of extreme weather events. Attributing individual extreme events (EEs) to ACC is becoming crucial to assess the risks of climate change. Traditional attribution…
We present the AI weather and climate model intercomparison project (AIMIP), phase 1. Drawing from the rich tradition of intercomparisons in climate model development, we specify a common experiment, output data format, and training…
Causal inference identifies cause-and-effect relationships between variables. While traditional approaches rely on data to reveal causal links, a recently developed method, assimilative causal inference (ACI), integrates observations with…
The EU Solvency II directive recommends insurance companies to pay more attention to the risk management methods. The sense of risk management is the ability to quantify risk and apply methods that reduce uncertainty. In life insurance, the…
The computational cost of dynamical downscaling limits ensemble sizes in regional downscaling efforts. We present a newly developed generative-AI approach to greatly expand the scope of such downscaling, enabling fine-scale future changes…