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On Stochastic Mortality Modeling
SSRN Electronic Journal, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A Three-Factor Model for Mortality Modeling
North American Actuarial Journal, 2015In this article, we propose a three-factor model for mortality modeling in which the dynamic of the entire term structure of mortality rates can be expressed in closed form as a function of three variables x, t, and y. Due to this feature, we are able to project mortality rates across age (x), across time (t), and for y years (y ⩾ 1) after t.
Russo, Vincenzo +3 more
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Mortality Modeling of Early Detection Programs
Biometrics, 2008Summary Consider a group of subjects who are offered an opportunity to receive a sequence of periodic special examinations for the purpose of diagnosing a chronic disease earlier relative to usual care. The mortality for the early detection group is to be compared with a group receiving usual care.
Lee, Sandra J., Zelen, Marvin
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Mortality Modeling: Machine Learning and Mortality Shocks
2022This thesis offers a thorough review of stochastic mortality models, including various calibration and forecasting procedures. As a new contribution to the literature, machine learning methods are applied, yielding fresh perspectives on mortality data and improved forecasting performance.
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Multivariate Long Memory Cohort Mortality Models
SSRN Electronic Journal, 2018AbstractThe existence of long memory in mortality data improves the understandings of features of mortality data and provides a new approach for establishing mortality models. The findings of long-memory phenomena in mortality data motivate us to develop new mortality models by extending the Lee–Carter (LC) model to death counts and incorporating long ...
Hongxuan Yan +2 more
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Modeling and Forecasting U.S. Mortality
Journal of the American Statistical Association, 1992Abstract Time series methods are used to make long-run forecasts, with confidence intervals, of age-specific mortality in the United States from 1990 to 2065. First, the logs of the age-specific death rates are modeled as a linear function of an unobserved period-specific intensity index, with parameters depending on age.
Ronald D. Lee, Lawrence R. Carter
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Modelling frailty in area mortality
Statistics in Medicine, 1995AbstractThis paper investigates the impact on area life tables of the specification of unobserved frailty. Frailty specification may affect both the regression effects of area and individual level covariates, and lead to changes in the value of summary mortality parameters, such as life expectancy.
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Mathematical Population Studies, 2000
Looking at survival in terms of biological indicators of aging has given rise to various models of mortality, some of which we review here. The most notable models are that of Strehler and Mildvan, which relates the force of mortality to the ability of organisms to compensate for stress, and that of Sacher and Trucco, which describes the role played by
Anatoli I. Yashin +2 more
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Looking at survival in terms of biological indicators of aging has given rise to various models of mortality, some of which we review here. The most notable models are that of Strehler and Mildvan, which relates the force of mortality to the ability of organisms to compensate for stress, and that of Sacher and Trucco, which describes the role played by
Anatoli I. Yashin +2 more
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Mortality Modeling Perspectives
2008As the human lifespan increases, more and more people are becoming interested in mortality rates at higher ages. Since 1909, the birth rate in the United States has been decreasing except for a major significant increase after World War II, between the years 1946 and 1964, also known as the baby boom period.
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Transforming Mortality Prediction: A Transformer-Based Mortality Prediction Model
The Journals of Gerontology, Series B: Psychological Sciences and Social SciencesAbstract Objectives Mortality prediction and the identification of mortality risks are central to social and biological sciences. Traditional models often assess linear associations between single risk factors and mortality.
Jordan Weiss +3 more
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