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Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume…

Methodology · Statistics 2014-04-15 Bailey K. Fosdick , Peter D. Hoff

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…

Applications · Statistics 2026-03-04 Mike Ludkovski , Doris Padilla

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…

Statistical Finance · Quantitative Finance 2020-08-04 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

Civil registration and vital statistics (CRVS) systems should be the primary source of mortality data for governments. Accurate and timely measurement of the completeness of death registration helps inform interventions to improve CRVS…

Applications · Statistics 2023-10-04 Jairo Fúquene Patiño , Tim Adair

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.…

Applications · Statistics 2015-02-26 Meitner Cadena

Mortality forecasting is crucial for demographic planning and actuarial studies, especially for projecting population ageing and longevity risk. Classical approaches largely rely on extrapolative methods, such as the Lee-Carter (LC) model,…

Applications · Statistics 2026-02-24 Han Ying Lim , Dharini Pathmanathan , Sophie Dabo-Niang

We present an extension of the Li and Lee model to quantify mortality in five European countries during the COVID-19 pandemic. The first two factors are used to model the pre-COVID mortality, with the first layer modelling the common trend…

Applications · Statistics 2022-09-15 Frank van Berkum , Bertrand Melenberg , Michel Vellekoop

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…

Applications · Statistics 2020-09-10 Lei Fang , Wolfgang K. Härdle , Juhyun Park

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

The integration of mobile health (mHealth) devices into behavioral health research has fundamentally changed the way researchers and interventionalists are able to collect data as well as deploy and evaluate intervention strategies. In…

Methodology · Statistics 2021-12-17 Matthew D. Koslovsky , Emily T. Hebert , Michael S. Businelle , Marina Vannucci

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…

Applications · Statistics 2021-12-20 Emanuele Aliverti , Stefano Mazzuco , Bruno Scarpa

Correlated survival data are prevalent in various clinical settings and have been extensively discussed in literature. One of the most common types of correlated survival data is clustered survival data, where the survival times from…

Methodology · Statistics 2024-08-02 Chengqian Xian , Camila P. E. de Souza , Wenqing He , Felipe F. Rodrigues , Renfang Tian

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…

Statistical Finance · Quantitative Finance 2019-02-20 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

To analyze and project age-specific mortality or morbidity rates age-period-cohort (APC) models are very popular. Bayesian approaches facilitate estimation and improve predictions by assigning smoothing priors to age, period and cohort…

Applications · Statistics 2012-03-21 Andrea Riebler , Leonhard Held , Håvard Rue

In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…

Chaotic Dynamics · Physics 2011-01-11 Christos H Skiadas , Charilaos Skiadas

Diverse analysis approaches have been proposed to distinguish data missing due to death from nonresponse, and to summarize trajectories of longitudinal data truncated by death. We demonstrate how these analysis approaches arise from…

Methodology · Statistics 2010-01-18 Brenda F. Kurland , Laura L. Johnson , Brian L. Egleston , Paula H. Diehr

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

High-dimensional complex systems can be studied through multivariate analysis, as Principal Component Analysis, however large samples of observations frequently are needed for it. Here it is examined a method for small samples based on…

Applications · Statistics 2017-06-16 Dimitri Marques Abramov

In regions without complete-coverage civil registration and vital statistics systems there is uncertainty about even the most basic demographic indicators. In such areas the majority of deaths occur outside hospitals and are not recorded.…

In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned with abnormal cohort effects such as those for generations 1919…

Risk Management · Quantitative Finance 2020-09-02 Fabrice Balland , Alexandre Boumezoued , Laurent Devineau , Marine Habart , Tom Popa