Download or read book Modelling and Projecting Mortality Rates Using Adaptive P splines written by Kai Hon Tang and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Cause of Death Mortality Modelling Using Constrained Penalised Splines and Forecast Reconciliation Approach written by Titus Rotich and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sub-Saharan Africa has seen steep increases in life expectancy over the past few decades, but there is sparse research into mortality modelling and forecasting for this region. Kenya's life expectancy, for example, has been increasing at a rate of 0.88 per year over the last two decades. We propose a cause-of-death (CoD) mortality modelling technique that, to the best of our knowledge, has not previously been applied to CoD mortality modelling. Compared to aggregate mortality, CoD mortality data enables a clearer understanding of critical drivers of mortality and incorporation of cause-specific insights. Kenyan CoD data for the 10 most common causes of death for males and females from 1990 to 2017 are analysed and modelled. We apply the novel constrained penalised splines (CPS) model to individual causes of death. Forecast reconciliation approaches are applied to ensure coherence between individual causes and aggregate mortality. We show that varying constraints through the CPS model, motivated for example by expert judgement into the persistency and representativeness of past mortality patterns for future forecasts, can potentially improve forecast accuracy, especially for causes that have historically experienced steep changes in mortality rates. We compare the results from the CPS model with those from an extension of the Lee-Carter (LC) model and the mainstream penalised splines (PS) model. We show that the constraint parameters can be appropriately chosen to produce similar results as those from the LC and PS models, demonstrating the flexibility of the CPS model. Finally, we apply the CPS model to calculate two lifespan measures: mean life span and life span variations and apply residual bootstrap to project these measures. These results show an increase in projected average life expectancy of 3.3 years to 73.3 when compared with the United Nations (UN) estimate of 70.0. These differences in mortality and life expectancy forecasts have potential implications to future healthcare system costs, life insurance product costing, and other areas.

Download or read book Bayesian Hierarchical Models written by Peter D. Congdon and published by CRC Press. This book was released on 2019-09-16 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: An intermediate-level treatment of Bayesian hierarchical models and their applications, this book demonstrates the advantages of a Bayesian approach to data sets involving inferences for collections of related units or variables, and in methods where parameters can be treated as random collections. Through illustrative data analysis and attention to statistical computing, this book facilitates practical implementation of Bayesian hierarchical methods. The new edition is a revision of the book Applied Bayesian Hierarchical Methods. It maintains a focus on applied modelling and data analysis, but now using entirely R-based Bayesian computing options. It has been updated with a new chapter on regression for causal effects, and one on computing options and strategies. This latter chapter is particularly important, due to recent advances in Bayesian computing and estimation, including the development of rjags and rstan. It also features updates throughout with new examples. The examples exploit and illustrate the broader advantages of the R computing environment, while allowing readers to explore alternative likelihood assumptions, regression structures, and assumptions on prior densities. Features: Provides a comprehensive and accessible overview of applied Bayesian hierarchical modelling Includes many real data examples to illustrate different modelling topics R code (based on rjags, jagsUI, R2OpenBUGS, and rstan) is integrated into the book, emphasizing implementation Software options and coding principles are introduced in new chapter on computing Programs and data sets available on the book’s website

Download or read book An Extended Linear Difference Model for Mortality Projection with Applications to Japan written by Futoshi Ishii and published by . This book was released on 2014 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this dissertation, we propose the Tangent Vector Field (TVF) model for Japanese mortality projection, which is an extended Linear Difference (LD) model, and show its applications. In the two chapters following the introduction, we describe the mortality trends in Japan and review the mortality projection models for Japan. Then, in the following two chapters, we describe the data and methods for the mortality models, show the results of fitting, and discuss them with special emphasis on the LD model. We describe the mathematical formulations for decline-type and shift-type models, and discuss the inverse function of log mortality and differential forms of mortality models. We discuss five models: two decline-type models (the Proportional Hazard (PH) and Lee--Carter (LC) models), and three shift-type models (the Horizontal Shifting (HS), Horizontal Lee--Carter (HL), and LD models). In particular, we compare the LC and LD models from a statistical viewpoint. The result guides better construction of a mortality projection model, namely, a blended model with LC properties in youth and LD properties in older age. In the last chapter, we propose the TVF model applying the idea of tangent vector fields on the log mortality surface. We show a fully specified example of the projection procedure of the TVF model with all constants and coefficients applied for Japanese mortality projection. Then, we compare the TVF and LC models' results of mortality projection. From the observation of the relative mortality rates, we see that the LC model expresses mortality improvement only in a vertical direction, whereas the TVF model succeeds in expressing a shifting of mortality improvement in the direction of older ages that are observed in the actual mortality. In addition, we compare the projected mx curves. The mx by the LC model exhibits an unnatural pattern because the slope of the curve diminishes once around the age of 60 years and becomes much steeper after 80 years. The curve of the TVF model is more plausible. As a whole, we observe that the TVF model has many advantages for Japanese mortality projection compared with the LC model. We show that the TVF model proposed in this dissertation is not only quite useful for Japanese mortality projection but also has various applicability. At this point in time, there may be few countries with such strong shifting features for old age mortality as Japan. However, some countries are likely to experience the same mortality situation as Japan in the future through the extension of life expectancy. Thus, the TVF model will be a useful tool for projections in such situations.

Download or read book Practical Smoothing written by Paul H.C. Eilers and published by Cambridge University Press. This book was released on 2021-03-18 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This user guide presents a popular smoothing tool with practical applications in machine learning, engineering, and statistics.

Download or read book Developments in Demographic Forecasting written by Stefano Mazzuco and published by Springer Nature. This book was released on 2020-09-28 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book presents new developments in the field of demographic forecasting, covering both mortality, fertility and migration. For each component emerging methods to forecast them are presented. Moreover, instruments for forecasting evaluation are provided. Bayesian models, nonparametric models, cohort approaches, elicitation of expert opinion, evaluation of probabilistic forecasts are some of the topics covered in the book. In addition, the book is accompanied by complementary material on the web allowing readers to practice with some of the ideas exposed in the book. Readers are encouraged to use this material to apply the new methods to their own data. The book is an important read for demographers, applied statisticians, as well as other social scientists interested or active in the field of population forecasting. Professional population forecasters in statistical agencies will find useful new ideas in various chapters.

Download or read book Encyclopedia of Quantitative Risk Analysis and Assessment written by and published by John Wiley & Sons. This book was released on 2008-09-02 with total page 2163 pages. Available in PDF, EPUB and Kindle. Book excerpt: Leading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, healthcare professionals, the finance industry, the military and practising statisticians. Drawing on the expertise of world-renowned authors and editors in this field this title provides up-to-date material on drug safety, investment theory, public policy applications, transportation safety, public perception of risk, epidemiological risk, national defence and security, critical infrastructure, and program management. This major publication is easily accessible for all those involved in the field of risk assessment and analysis. For ease-of-use it is available in print and online.

Download or read book Mathematical Foundations of Infinite Dimensional Statistical Models written by Evarist Giné and published by Cambridge University Press. This book was released on 2021-03-25 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt: In nonparametric and high-dimensional statistical models, the classical Gauss–Fisher–Le Cam theory of the optimality of maximum likelihood estimators and Bayesian posterior inference does not apply, and new foundations and ideas have been developed in the past several decades. This book gives a coherent account of the statistical theory in infinite-dimensional parameter spaces. The mathematical foundations include self-contained 'mini-courses' on the theory of Gaussian and empirical processes, approximation and wavelet theory, and the basic theory of function spaces. The theory of statistical inference in such models - hypothesis testing, estimation and confidence sets - is presented within the minimax paradigm of decision theory. This includes the basic theory of convolution kernel and projection estimation, but also Bayesian nonparametrics and nonparametric maximum likelihood estimation. In a final chapter the theory of adaptive inference in nonparametric models is developed, including Lepski's method, wavelet thresholding, and adaptive inference for self-similar functions. Winner of the 2017 PROSE Award for Mathematics.

Download or read book Recent Advances in Reliability and Quality in Design written by Hoang Pham and published by Springer Science & Business Media. This book was released on 2008-05-20 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the latest theories and methods of reliability and quality, with emphasis on reliability and quality in design and modelling. Each chapter is written by active researchers and professionals with international reputations, providing material which bridges the gap between theory and practice to trigger new practices and research challenges. The book therefore provides a state-of-the-art survey of reliability and quality in design and practices.

Download or read book Visualizing Mortality Dynamics in the Lexis Diagram written by Roland Rau and published by Springer. This book was released on 2017-11-14 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book visualizes mortality dynamics in the Lexis diagram. While the standard approach of plotting death rates is also covered, the focus in this book is on the depiction of rates of mortality improvement over age and time. This rather novel approach offers a more intuitive understanding of the underlying dynamics, enabling readers to better understand whether period- or cohort-effects were instrumental for the development of mortality in a particular country. Besides maps for single countries, the book includes maps on the dynamics of selected causes of death in the United States, such as cardiovascular diseases or lung cancer. The book also features maps for age-specific contributions to the change in life expectancy, for cancer survival and for seasonality in mortality for selected causes of death in the United States. The book is accompanied by instructions on how to use the freely available R Software to produce these types of surface maps. Readers are encouraged to use the presented tools to visualize other demographic data or any event that can be measured by age and calendar time, allowing them to adapt the methods to their respective research interests. The intended audience is anyone who is interested in visualizing data by age and calendar time; no specialist knowledge is required. This book is open access under a CC BY license.

Download or read book The Work of Raymond J Carroll written by Marie Davidian and published by Springer. This book was released on 2014-06-06 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains Raymond J. Carroll's research and commentary on its impact by leading statisticians. Each of the seven main parts focuses on a key research area: Measurement Error, Transformation and Weighting, Epidemiology, Nonparametric and Semiparametric Regression for Independent Data, Nonparametric and Semiparametric Regression for Dependent Data, Robustness, and other work. The seven subject areas reviewed in this book were chosen by Ray himself, as were the articles representing each area. The commentaries not only review Ray’s work, but are also filled with history and anecdotes. Raymond J. Carroll’s impact on statistics and numerous other fields of science is far-reaching. His vast catalog of work spans from fundamental contributions to statistical theory to innovative methodological development and new insights in disciplinary science. From the outset of his career, rather than taking the “safe” route of pursuing incremental advances, Ray has focused on tackling the most important challenges. In doing so, it is fair to say that he has defined a host of statistics areas, including weighting and transformation in regression, measurement error modeling, quantitative methods for nutritional epidemiology and non- and semiparametric regression.

Download or read book Pandemics Insurance and Social Protection written by María del Carmen Boado-Penas and published by Springer Nature. This book was released on 2022 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book collects expert contributions on actuarial modelling and related topics, from machine learning to legal aspects, and reflects on possible insurance designs during an epidemic/pandemic. Starting by considering the impulse given by COVID-19 to the insurance industry and to actuarial research, the text covers compartment models, mortality changes during a pandemic, risk-sharing in the presence of low probability events, group testing, compositional data analysis for detecting data inconsistencies, behaviouristic aspects in fighting a pandemic, and insurers' legal problems, amongst others. Concluding with an essay by a practicing actuary on the applicability of the methods proposed, this interdisciplinary book is aimed at actuaries as well as readers with a background in mathematics, economics, statistics, finance, epidemiology, or sociology.

Download or read book Old and New Perspectives on Mortality Forecasting written by Tommy Bengtsson and published by Springer. This book was released on 2019-03-28 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book describes methods of mortality forecasting and discusses possible improvements. It contains a selection of previously unpublished and published papers, which together provide a state-of-the-art overview of statistical approaches as well as behavioural and biological perspectives. The different parts of the book provide discussions of current practice, probabilistic forecasting, the linearity in the increase of life expectancy, causes of death, and the role of cohort factors. The key question in the book is whether it is possible to project future mortality accurately, and if so, what is the best approach. This makes the book a valuable read to demographers, pension planners, actuaries, and all those interested and/or working in modelling and forecasting mortality.

Download or read book Smoothing Spline ANOVA Models written by Chong Gu and published by Springer Science & Business Media. This book was released on 2013-01-26 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonparametric function estimation with stochastic data, otherwise known as smoothing, has been studied by several generations of statisticians. Assisted by the ample computing power in today's servers, desktops, and laptops, smoothing methods have been finding their ways into everyday data analysis by practitioners. While scores of methods have proved successful for univariate smoothing, ones practical in multivariate settings number far less. Smoothing spline ANOVA models are a versatile family of smoothing methods derived through roughness penalties, that are suitable for both univariate and multivariate problems. In this book, the author presents a treatise on penalty smoothing under a unified framework. Methods are developed for (i) regression with Gaussian and non-Gaussian responses as well as with censored lifetime data; (ii) density and conditional density estimation under a variety of sampling schemes; and (iii) hazard rate estimation with censored life time data and covariates. The unifying themes are the general penalized likelihood method and the construction of multivariate models with built-in ANOVA decompositions. Extensive discussions are devoted to model construction, smoothing parameter selection, computation, and asymptotic convergence. Most of the computational and data analytical tools discussed in the book are implemented in R, an open-source platform for statistical computing and graphics. Suites of functions are embodied in the R package gss, and are illustrated throughout the book using simulated and real data examples. This monograph will be useful as a reference work for researchers in theoretical and applied statistics as well as for those in other related disciplines. It can also be used as a text for graduate level courses on the subject. Most of the materials are accessible to a second year graduate student with a good training in calculus and linear algebra and working knowledge in basic statistical inferences such as linear models and maximum likelihood estimates.

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Download or read book Generalized Additive Models written by Simon Wood and published by CRC Press. This book was released on 2006-02-27 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in widespread use, generalized additive models (GAMs) have evolved into a standard statistical methodology of considerable flexibility. While Hastie and Tibshirani's outstanding 1990 research monograph on GAMs is largely responsible for this, there has been a long-standing need for an accessible introductory treatment of the subject that also emphasizes recent penalized regression spline approaches to GAMs and the mixed model extensions of these models. Generalized Additive Models: An Introduction with R imparts a thorough understanding of the theory and practical applications of GAMs and related advanced models, enabling informed use of these very flexible tools. The author bases his approach on a framework of penalized regression splines, and builds a well-grounded foundation through motivating chapters on linear and generalized linear models. While firmly focused on the practical aspects of GAMs, discussions include fairly full explanations of the theory underlying the methods. Use of the freely available R software helps explain the theory and illustrates the practicalities of linear, generalized linear, and generalized additive models, as well as their mixed effect extensions. The treatment is rich with practical examples, and it includes an entire chapter on the analysis of real data sets using R and the author's add-on package mgcv. Each chapter includes exercises, for which complete solutions are provided in an appendix. Concise, comprehensive, and essentially self-contained, Generalized Additive Models: An Introduction with R prepares readers with the practical skills and the theoretical background needed to use and understand GAMs and to move on to other GAM-related methods and models, such as SS-ANOVA, P-splines, backfitting and Bayesian approaches to smoothing and additive modelling.

Download or read book Curve and Surface Fitting with Splines written by Paul Dierckx and published by Oxford University Press. This book was released on 1995 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fitting of a curve or surface through a set of observational data is a very frequent problem in different disciplines (mathematics, engineering, medicine, ...) with many interesting applications. This book describes the algorithms and mathematical fundamentals of a widely used software package for data fitting with (tensor product) splines. As such it gives a survey of possibilities and benefits but also of the problems to cope with when approximating with this popular type of function. In particular it is demonstrated in detail how the properties of B-splines can be fully exploited for improving the computational efficiency and for incorporating different boundary or shape preserving constraints. Special attention is also paid to strategies for an automatic and adaptive knot selection with intent to obtain serious data reductions. The practical use of the smoothing software is illustrated with many examples, academic as well as taken from real life.