Paper assesses how pandemic data impacts mortality models.
problem Impact of pandemic data on mortality projections.
method Calibrated Li & Lee model with transformed weekly data.
result Impact quantified, scenarios generated for future mortality.
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48 results for “Mortality data”
Corrects mortality data anomalies for longevity risk assessment in Solvency 2 framework.
problem Impact of mortality data anomalies on longevity risk assessment in Solvency 2 framework.
method Developed and extended an approach to correct mortality tables for three countries, using historical data and stochastic models.
result Corrected mortality tables improve data quality and slightly decrease the Solvency Capital Requirement.
Study identifies clusters of EU countries with similar young mortality patterns.
problem Identify clusters of EU countries with similar mortality patterns in young population.
method Symbolic data analysis (SDA) with age, gender, and main causes of death dimensions.
result Identified clusters of EU countries with similar mortality patterns in young population.
Study finds actuarial unfairness in China's pension system, proposing income-dependent annuitization rules.
problem Actuarial fairness in China's NDC pension system when mortality differs across income groups.
method Developed a mortality-differentiated Lee-Carter framework with group-specific baseline mortality schedules and a common period effect, estimated using national and subgroup data.
result Substantial actuarial unfairness in the current age-only divisor, with a reverse transfer from poorer to richer retirees.
Cointegration helps insurers understand long-range mortality patterns.
problem Insurers struggle to detect long-range dependence in their mortality data.
method Cointegration techniques applied to mixed fractional Brownian motion (mfBm) to capture long-range dependence.
result Cointegration brings long-range dependence information from national mortality data to insurers' models.
This study shows unstructured clinical notes can improve mortality prediction.
problem Lack of effective use of unstructured clinical notes in mortality prediction.
method Used a hierarchical architecture with convolutional and recurrent layers to predict in-hospital mortality from unprocessed clinical notes.
result Achieved higher metrics in mortality prediction compared to structured data approaches.
Proposes a new model for mortality forecasting considering age groups and cohort effects.
problem Longevity risk due to ageing population.
method Mixed-effects time-series approach with age groups dependency and random cohort effects.
result Remarkable improvements in forecast accuracy compared to the CBD model.
Proposes Ada-Sit method for mortality prediction of rare diseases.
problem Data insufficiency and clinical diversity of rare diseases make mortality prediction hard.
method Initialization-sharing multi-task learning method (Ada-Sit) for fast adaptation to similar tasks.
result Experimental results show the proposed model is effective for mortality prediction of diverse rare diseases.
Study uses zero-shot models to forecast mortality rates globally.
problem Forecasting mortality rates without task-specific fine-tuning.
method Two state-of-the-art foundation models (TimesFM and CHRONOS) and traditional/machine learning methods were evaluated.
result CHRONOS outperformed traditional methods for shorter-term forecasts, but TimesFM consistently underperformed.
Study improves mortality prediction in hospital patients using comprehensive feature engineering.
problem Accurate prediction of all-cause in-hospital mortality in healthcare.
method Comprehensive feature engineering approach using vital signs, laboratory results, and demographic data.
result Random Forest model achieved highest performance with AUC of 0.94, significantly outperforming other models.
Late fusion of clinical notes and physiological data improves ICU mortality prediction.
problem Improving ICU mortality prediction using multimodal data.
method Late fusion of clinical notes and physiological time series data with a deep learning architecture.
result Late fusion approach provides statistically significant improvement in mortality prediction performance.
Supervised NMF improves ICU mortality risk prediction.
problem Predicting ICU mortality risk from complex, temporal data.
method Adopted Subgraph Augmented Nonnegative Matrix Factorization (SANMF) and integrated logistic regression loss function.
result Supervised SANMF outperformed conventional methods in ICU mortality risk prediction.
Two new models forecast multiple subpopulations' mortality, outperforming existing methods.
problem Modeling mortality patterns and trajectories in related populations.
method Adapted multivariate functional principal component analysis techniques.
result The second proposed model outperforms existing methods in forecast accuracy.
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 general state-space modelling methodology, which allows modelling, estimation and…
Develops a bi-variate stochastic framework to model mortality and interest rates with long-range dependence.
problem Captures long-range dependence and instantaneous correlation in mortality and interest rates.
method Mixed fractional Brownian motions, analytical solutions, risk-neutral measure, sequential parameter estimation.
result Explicit pricing of zero-coupon bonds and extreme mortality bonds, practical implications for pricing and risk management.
The paper develops stochastic models for mortality rates using infinite dimensional processes.
problem Uncertainty in demographic projections of future mortality rates.
method Forward mortality models driven by Wiener process and Poisson random measure.
result Consistency conditions for forward mortality improvements and mortality rates.
Enhanced mortality prediction model using EHR and free-text data.
problem Predicting one-year mortality in AMI patients.
method Used deep learning models with word embedding features from free-text discharge summaries.
result Significant improvement in model performance (92.89% accuracy, 0.928 F-measure).
The article presents a new non-parametric approach for forecasting mortality and fertility using Gaussian process regression.
problem Precise forecasting of demographic movements in developed countries.
method Gaussian process regression with natural cubic spline and spectral mixture covariance functions.
result The approach shows significant improvements in forecasting precision and robustness.
Machine learning approach to dynamic risk modeling of mortality in COVID-19: a UK Biobank studycs.LG
Study develops a dynamic risk model for COVID-19 mortality using UK Biobank data.
problem Developing tools to monitor high-risk patients during the COVID-19 pandemic.
method Data-driven random forest classification model using baseline characteristics and symptoms.
result Model predicts COVID-19 mortality with excellent performance (AUC: 0.91), identifying novel predictors.
Feature Engineering Combined with 1 D Convolutional Neural Network for Improved Mortality Predictioncs.LG
Study improves mortality prediction in ICU patients using feature engineering and 1D CNN.
problem Improving mortality prediction in ICU patients with high-dimensional, imbalanced, and missing data.
method Feature engineering, 1D Convolutional Neural Network (1D CNN), traditional machine learning algorithms.
result Best AUC of 0.848 achieved with 1D CNN model.
Deep learning predicts SAH patient mortality from initial CT scans.
problem High mortality rates in SAH patients.
method CNN-based algorithm using transfer learning on CT scans.
result Model accurately predicts mortality (74% accuracy, 82% AUC).
Study predicts infant mortality using birth certificate data.
problem High infant mortality rate in the U.S. and racial/ethnic disparities.
method Classification models trained on birth certificate features.
result Methodology outperforms standard classification methods.
Volterra mortality model: Actuarial valuation and risk management with long-range dependenceq-fin.MF
New model incorporates long-range dependence in mortality rates for better valuation and risk management.
problem Lack of appropriate models for valuing and managing mortality securities with long-range dependence.
method Proposes a novel class of Volterra mortality models that incorporate LRD, derived in closed-form solution.
result Models provide flexibility and tractability for valuing and hedging mortality-related products.
The paper develops a method to predict ICU mortality risk across diverse patient populations.
problem Improving patient survival by recognizing risky trajectories during ICU stays.
method Domain adaptation strategies to learn mortality prediction models robust to diverse ICU populations.
result The proposed model outperforms baselines, achieving AUC numbers up to 0.88 for the Cardiac ICU population.
Jointly models cause-of-death mortality rates across multiple countries and genders.
problem Modeling cause-of-death mortality rates in a multinational setting.
method Multi-Output Gaussian Processes (MOGP) with Kronecker-structured kernels and latent factors.
result Efficiently captures heterogeneity and dependence across different factor inputs.
Deep learning predicts ICU mortality with enhanced interpretability.
problem Improving mortality prediction accuracy and clinician trust in AI.
method Trained a deep learning model on MIMIC-III to interpret nursing notes.
result Model reaches ROC of 0.8629, outperforming SAPS-II.
New approach models individual vitality for better mortality predictions.
problem Limited ability of existing mortality models to capture individual complexity.
method Developed a four-component framework for individual vitality dynamics.
result Demonstrates improved analytical and practical outcomes in life insurance and lifetime decision-making.
In recent years, a market for mortality derivatives began developing as a way to handle systematic mortality risk, which is inherent in life insurance and annuity contracts. Systematic mortality risk is due to the uncertain development of future mortality intensities, or {\it hazard rates}. In this paper, we develop a …
Study uses 1D-CNNs to forecast mortality in ELSA survey.
problem Forecasting mortality in the middle-aged and older population.
method 1D-CNNs applied to longitudinal data with various over/undersampling and activation functions.
result Swish nonlinearity outperforms other functions in forecasting mortality.
RNN beats Lee-Carter in forecasting mortality rates.
problem Forecasting mortality rates across different demographics.
method Long Short-Term Memory (LSTM) recurrent neural network trained on multiple countries, ages, and sexes.
result RNN model outperforms the Lee-Carter model in mortality rate forecasting.
Paper uses neural networks to calibrate Lee-Carter models for multiple populations.
problem Calibrating Lee-Carter models for multiple populations with neural networks.
method Developed neural network architectures to fit Lee-Carter and Poisson Lee-Carter models simultaneously.
result Smooth and less sensitive parameter estimates, improved forecasting performance.
Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In addition, we present how these techniques can be used for differentiating the different causes of death in mortality modeling…
Study historical cholera epidemics and simulate long-term mortality impacts.
problem Long-term impacts of mortality shocks on longevity.
method Historical analysis of cholera epidemics and mathematical modeling of stochastic Individual-Based models.
result Simulated long-term mortality impacts following a mortality shock.
Good predictors of ICU Mortality have the potential to identify high-risk patients earlier, improve ICU resource allocation, or create more accurate population-level risk models. Machine learning practitioners typically make choices about how to represent features in a particular model, but these choices are seldom eva…
DBN improves sepsis mortality risk prediction in ICU patients.
problem Early sepsis detection in ICU patients with infection.
method Data-driven, semantically enhanced dynamic Bayesian network.
result DBN AUROC 0.91, outperforming other scoring tools.
The study uses ML and AI to forecast pension fund mortality, outperforming traditional methods.
problem Incorporating longevity risk into pension fund financial assessments.
method Employed actuarial learning with ML/AI techniques (regression trees, random forest, boosting, XGBoost, CatBoost, neural networks) on actuarial data.
result ML/AI algorithms outperform the Lee-Carter model in mortality forecasting for pension funds.
Longevity Associated Geometry Identified in Satellite Images: Sidewalks, Driveways and Hiking Trailscs.CV
Satellite images predict U.S. county mortality rates.
problem Predicting mortality rates in U.S. counties using satellite imagery.
method Convolutional neural network trained on crude mortality rates, learned features interpreted using Shapley Additive Feature Explanations.
result Predicted mortality from satellite images correlated strongly with true mortality rates (Pearson r=0.72).
Framework predicts mortality risk in MAFLD subjects.
problem Lack of mortality prediction methods for MAFLD subjects.
method Artificial Intelligence-based framework MAFUS using ML algorithms.
result Support Vector Machines (SVM) is the best model for mortality prediction.
Machine Intelligence for Outcome Predictions of Trauma Patients During Emergency Department Carecs.LG
Machine learning predicts trauma patient mortality risk.
problem Predicting mortality risk in trauma patients using traditional regression models.
method Transfer learning-based machine learning algorithm applied to trauma patient data.
result Machine learning model achieved similar performance to contemporary models without restrictive criteria.
Paper shows federated learning can train models on private data.
problem Training predictive models on private hospital data.
method Distributed training in federated learning framework.
result Federated learning achieves comparable performance to traditional methods.
Study on excess mortality in Germany during 2020-21.
problem Analyzing excess mortality during the pandemic in Germany.
method Empirical study using official death counts.
result Provided conclusions for insurance businesses.
Investigates RI strategies for life insurers with LRD mortality rates.
problem Effect of long-range dependent mortality rates on RI strategies.
method Volterra mortality model, compound Poisson process, open-loop equilibrium mean-variance criterion.
result Explicit equilibrium RI controls derived and uniqueness studied.
A risk of small defined-benefit pension schemes is that there are too few members to eliminate idiosyncratic mortality risk, that is there are too few members to effectively pool mortality risk. This means that when there are few members in the scheme, there is an increased risk of the liability value deviating signifi…
The paper proposes a dynamic risk measure approach for evaluating defined-contribution pension funds.
problem Periodic evaluation of defined-contribution pension funds to manage risk and improve projections.
method Dynamic risk measure criterion, model-free reinforcement learning, Lee-Carter mortality model.
result Periodic evaluations lead to more risk-averse strategies, while mortality improvements encourage risk-seeking behaviors.
Paper analyzes mortality risk minimization with and without securitization.
problem Risk minimization in equity-linked mortality contracts with arbitrary death time.
method Optional martingale representation and enlarged filtration to consider death uncertainty.
result Quantifies the effect of mortality uncertainty on risk-minimizing strategies.
Deep learning predicts one-year mortality from ECGs, even in 'normal' cases.
problem Predicting mortality from 12-lead ECGs using deep learning.
method Deep neural network model trained on 1,775,926 ECGs, validated on 297,548 'normal' ECGs.
result Deep learning model predicts one-year mortality with AUC of 0.85, and Cox Proportional Hazard model reveals a significant hazard ratio.
Study proposes a new model for joint survival annuity valuation.
problem Valuation of joint survival annuities and options.
method Linear-rational Wishart mortality model based on stochastic matrix affine process.
result Derives closed-form expression for joint survival annuity and option.
Develops a GP framework for age and year-specific mortality surfaces.
problem Learning the covariance structure of age and year-specific mortality surfaces.
method Genetic programming algorithm to search for the most expressive GP kernel.
result Reveals the presence/absence of cohort effects in different populations.