相关论文: Modeling and forecasting subnational age distribut…

Mortality forecasting plays a pivotal role in insurance and financial risk management of life insurers, pension funds, and social securities. Mortality data is usually high-dimensional in nature and favors factor model approaches to…

In this article we investigate a state-space representation of the Lee-Carter model which is a benchmark stochastic mortality model for forecasting age-specific death rates. Existing relevant literature focuses mainly on mortality…

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…

A well-established insight in mortality forecasting is that combining predictions from a set of models improves accuracy compared to relying on a single best model. This paper proposes a novel ensemble approach based on Shapley values, a…

This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…

Accurate forecasts of weekly mortality are essential for public health and the insurance industry. We develop a forecasting framework that extends the Lee-Carter model with age- and region-specific seasonal effects and penalized distributed…

Most contemporary mortality models rely on extrapolating trends or past events. However, population dynamics will be significantly impacted by climate change, notably the influence of temperatures on mortality. In this paper, we introduce a…

We study the dynamics of cause--specific mortality rates among countries by considering them as compositions of functions. We develop a novel framework for such data structure, with particular attention to functional PCA. The application of…

The aim of this paper is to study the construction of prospective mortality tables from a low number of persons subjected to risk. The presented models are the Lee-Carter and log-Poisson methods respectively. The low number of people…

Many existing mortality models follow the framework of classical factor models, such as the Lee-Carter model and its variants. Latent common factors in factor models are defined as time-related mortality indices (such as $\kappa_t$ in the…

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",…

A probability model is presented for the dynamics of mutation-selection balance in a haploid infinite-population infinite-sites setting sufficiently general to cover mutation-driven changes in full age-specific demographic schedules. The…

This paper investigates a nonlinear logistic model for age-structured population dynamics. The model incorporates interdependent fertility and mortality functions within a logistic framework, offering insights into stationary solutions and…

In response to the declining population and aging infrastructure in Japan, local governments are implementing compact city policies such as the location normalization plan. To optimize the reorganization of urban public infrastructure, it…

The link between age and migration propensity is long established, but existing models of country-level net migration ignore the effect of population age distribution on past and projected migration rates. We propose a method to estimate…

This study explores the potential of zero-shot time series forecasting, an innovative approach leveraging pre-trained foundation models, to forecast mortality rates without task-specific fine-tuning. We evaluate two state-of-the-art…

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…

Survival analysis studies and predicts the time of death, or other singular unrepeated events, based on historical data, while the true time of death for some instances is unknown. Survival trees enable the discovery of complex nonlinear…

This paper presents an application of Generalized Estimating Equations (GEE) for analyzing age-specific death rates (ASDRs), constituting a longitudinal dataset with repeated measurements over time. GEE models, known for their robustness in…

The Survival Energy Model (SEM), as originally introduced by Shimizu et al. (2020), is designed to characterize human bioenergetics by employing diffusion processes or inverse Gaussian processes. While parametric models have been employed…