Related papers: Mortality Forecasting as a Flow Field in Tucker De…

Parameter shrinkage applied optimally can always reduce error and projection variances from those of maximum likelihood estimation. Many variables that actuaries use are on numerical scales, like age or year, which require parameters at…

\noindent The modal age at death is an increasingly used measure for understanding longevity and mortality patterns. However, existing estimation methods focus on point estimates, overlooking the inherent variability and uncertainty in…

Several experimental and numerical studies have shown that turbulent motions in circular pipe flow near transitional Reynolds numbers may not persist forever, but may decay. We study the properties of these decaying states within direct…

The existing life table method needs to calculate the age-specific mortality first, not only has too many and complicated calculation steps, but also introduces the multiple approximation to bring error. This paper redefines the probability…

Accurate mortality modeling is central to actuarial science and public health, especially as mental health emerges as a significant factor in population outcomes. This paper develops and applies a Bayesian hierarchical model to analyze U.S.…

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…

Degradation data are considered for assessing reliability in highly reliable systems. The usual assumption is that degradation units come from a homogeneous population. But in presence of high variability in the manufacturing process, this…

Age-specific life-table death counts observed over time are examples of densities. Non-negativity and summability are constraints that sometimes require modifications of standard linear statistical methods. The centered log-ratio…

When modeling sub-national mortality rates, we should consider three features: (1) how to incorporate any possible correlation among sub-populations to potentially improve forecast accuracy through multi-population joint modeling; (2) how…

Demographic projections of future mortality rates involve a high level of uncertainty and require stochastic mortality models. The current paper investigates forward mortality models driven by a (possibly infinite dimensional) Wiener…

Improving health worldwide will require rigorous quantification of population-level trends in health status. However, global-level surveys are not available, forcing researchers to rely on fragmentary country-specific data of varying…

Many investigations have used panel methods to study the relationships between fluctuations in economic activity and mortality. A broad consensus has emerged on the overall procyclical nature of mortality: perhaps counter-intuitively,…

A method to direct evaluation of expectations for Langevin systems (stochastic differential equations) is proposed. The method is based on a birth-death process which is derived using combinations of dummy variables and It{\^o} formula. As…

Mortality patterns at a subnational level or across subpopulations are often used to examine the health of a population. In small populations, however, death counts are erratic. To deal with this problem, demographers have proposed…

Given the limited pool of donor organs, accurate predictions of survival on the wait list and post transplantation are crucial for cardiac transplantation decisions and policy. However, current clinical risk scores do not yield accurate…

We present a new model and methods for the posterior drift problem where the regression function in the target domain is modeled as a linear adjustment (on an appropriate scale) of that in the source domain, an idea that inherits the…

The prediction of time series is a challenging task relevant in such diverse applications as analyzing financial data, forecasting flow dynamics or understanding biological processes. Especially chaotic time series that depend on a long…

This research explores how total mortality figures relate to age-standardized death rates within the United States, using the complete historical record of national mortality statistics. Through a detailed investigation of both all-cause…

Producing subnational estimates of the under-five mortality rate (U5MR) is a vital goal for the United Nations to reduce inequalities in mortality and well-being across the globe. There is a great disparity in U5MR between high-income and…

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…