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An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can be taken place in two routes. On the one hand, we can first truncate the available data to…

应用统计 · 统计学 2020-09-21 Han Lin Shang , Steven Haberman

Reliable mortality estimates at the subnational level are essential in the study of health inequalities within a country. One of the difficulties in producing such estimates is the presence of small populations, where the stochastic…

应用统计 · 统计学 2017-12-05 Monica Alexander , Emilio Zagheni , Magali Barbieri

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)…

应用统计 · 统计学 2024-12-30 Ka Kin Lam , Bo Wang

Smoking is one of the preventable threats to human health and is a major risk factor for lung cancer, upper aero-digestive cancer, and chronic obstructive pulmonary disease. Estimating and forecasting the smoking attributable fraction (SAF)…

应用统计 · 统计学 2019-10-29 Yicheng Li , Adrian E. Raftery

To capture the death rates and strong weekly, biweekly and probably monthly patterns in the Canada COVID-19, we utilize the generalized additive models in the absence of direct statistically based measurement of infection rates. By…

应用统计 · 统计学 2020-08-04 Farzali Izadi

We consider a compositional data analysis approach to forecasting the age distribution of death counts. Using the age-specific period life-table death counts in Australia obtained from the Human Mortality Database, the compositional data…

应用统计 · 统计学 2020-09-22 Han Lin Shang , Steven Haberman

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…

机器学习 · 统计学 2024-12-30 Ka Kin Lam , Bo Wang

A widely-used model for determining the long-term health impacts of public health interventions, often called a "multistate lifetable", requires estimates of incidence, case fatality, and sometimes also remission rates, for multiple…

应用统计 · 统计学 2023-03-23 Christopher Jackson , Belen Zapata-Diomedi , James Woodcock

Will the United Kingdom's ageing population be fit and independent, or suffer from greater chronic ill health? Healthy life expectancy is commonly used to assess this: it is an estimate of how many years are lived in good health over the…

统计理论 · 数学 2007-06-13 Ehsan Khoman , Martin Weale

A robust multilevel functional data method is proposed to forecast age-specific mortality rate and life expectancy for two or more populations in developed countries with high-quality vital registration systems. It uses a robust multilevel…

应用统计 · 统计学 2016-09-27 Han Lin Shang

This paper sets out a forecasting method that employs a mixture of parametric functions to capture the pattern of fertility with respect to age. The overall level of cohort fertility is decomposed over the range of fertile ages using a…

应用统计 · 统计学 2019-09-23 Jason Hilton , Erengul Dodd , Jonathan J. Forster , Peter W. F. Smith , Jakub Bijak

I present three types of applications of generalized additive models (GAMs) to COVID-19 mortality rates in the US for the purpose of advancing methods to document inequities with respect to which communities suffered disproportionate…

应用统计 · 统计学 2022-12-01 Christian Testa

Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields more accurate predictions than those generated by a single…

应用统计 · 统计学 2025-10-28 Giovanna Bimonte , Maria Russolillo , Han Lin Shang , Yang Yang

Worldwide, many millions of people die suddenly and unexpectedly each year, either with or without a prior history of cardiovascular disease. Such events are sparse (once in a lifetime), many victims will not have had prior investigations…

机器学习 · 计算机科学 2023-09-06 Yola Jones , Fani Deligianni , Jeff Dalton , Pierpaolo Pellicori , John G F Cleland

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…

应用统计 · 统计学 2025-11-18 Reza Dastranj , Martin Kolar

The improvement of mortality projection is a pivotal topic in the diverse branches related to insurance, demography, and public policy. Motivated by the thread of Lee-Carter related models, we propose a Bayesian model to estimate and…

应用统计 · 统计学 2021-02-24 Zhen Liu , Xiaoqian Sun , Leping Liu , Yu-Bo Wang

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…

应用统计 · 统计学 2020-11-17 Han Lin Shang , Yang Yang

We investigate joint modeling of longevity trends using the spatial statistical framework of Gaussian Process regression. Our analysis is motivated by the Human Mortality Database (HMD) that provides unified raw mortality tables for nearly…

应用统计 · 统计学 2020-03-06 Nhan Huynh , Mike Ludkovski

The increasing life expectancy enhances the importance of mortality forecasting. Most developing nations, including Tanzania, forecast mortality rates using static life tables. However, these tables exaggerate death probabilities by…

最优化与控制 · 数学 2023-12-22 Samya Suleiman , Karl Lundengård , John Andongwisye , Emmanuel Evarest

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…

统计金融 · 定量金融 2020-08-04 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko