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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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36912 · Nov 201819922001200920172026
48 results for maternal mortality

The NNGP kernel's predictions closely match those of the Matern kernel under certain conditions.

problem Comparing NNGP kernels to Matern kernels in practical applications.
method Demonstrated the necessity of normalization for NNGP kernels, explored numerical challenges, and compared predictions and performance.
result NNGP kernel predictions closely match Matern kernel predictions under specific circumstances.

Graph Gaussian processes use Matérn models for better function learning.

problem Lack of Gaussian process models for graph input spaces.
method Stochastic partial differential equation characterization of Matérn Gaussian processes.
result Graph Matérn Gaussian processes inherit properties of Euclidean and Riemannian models and can be trained efficiently.

Exact and scalable algorithm for Gaussian process regression with Matérn correlations.

problem Efficient Gaussian process regression with Matérn correlations.
method Novel kernel packet theory and sparse representation of covariance matrix.
result Significantly superior to existing alternatives in computational time and predictive accuracy.

Demographic projections of future mortality rates involve a high level of uncertainty and require stochastic mortality models. The current paper investigates forward mortality models driven by a (possibly infinite dimensional) Wiener process and a compensated Poisson random measure. A major innovation of the paper is t…

2019-07-11abs ↗pdf ↗

Optimizes Gaussian process hyperparameters using Bayesian autoregression.

problem Optimizing hyperparameters for Matérn kernel temporal Gaussian processes.
method Recursive Bayesian estimation for autoregressive parameters.
result Outperforms traditional optimization methods in runtime and accuracy.

New Hida-Matérn kernels enable flexible process priors and efficient GP inference.

problem Flexible modeling of stationary processes with oscillatory components.
method Introducing a new class of covariance functions (Hida-Matérn kernels) and their state space representations.
result Efficient Gaussian Process inference and improved numerical stability.

Paper speeds up Gaussian process inference using Matérn kernels.

problem Efficiently performing Gaussian process inference for large datasets.
method Exact Matérn kernel decomposition into empirical cumulative distribution functions, combined with divide-and-conquer approach.
result The proposed algorithm significantly speeds up Gaussian process inference for low-dimensional problems with hundreds of thousands of data points.

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.

The paper explores the identifiability and interpretability of Gaussian process models using different kernel structures.

problem Identifiability and interpretability issues in Gaussian process models.
method The paper examines both single-output and multi-output Gaussian process models using additive and multiplicative mixtures of Matérn kernels.
result The smoothness of a mixture of Matérn kernels is determined by the least smooth component, and none of the mixing weights or parameters are identifiable.

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.

New Gaussian processes for Riemannian manifolds enable uncertainty quantification.

problem Modeling functions on Riemannian manifolds with uncertainty.
method Generalized Matérn Gaussian processes on compact manifolds via spectral theory.
result Efficient training of Riemannian Matérn Gaussian processes using scalable techniques.

Linear cost method approximates Gaussian Matérn processes with exponentially convergent accuracy.

problem High computational cost for Gaussian process inference and prediction.
method Optimal rational approximation of spectral density for Gaussian processes on bounded intervals.
result Exponential decrease in covariance error with increasing order of approximation.

Study estimates personalized effects of maternal PM2.5 exposure on birth weight.

problem Identify critical windows and heterogeneity in maternal PM2.5 exposure effects on birth weight.
method Heterogeneous Distributed Lag Models and Bayesian Additive Regression Trees.
result Evidence of heterogeneity in PM2.5-birth weight relationship, with some dyads showing 3x larger decrease.

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.

The paper improves error bounds for Bayesian quadrature in noisy settings.

problem Improving error bounds for Bayesian quadrature in noisy settings.
method Develops a two-step meta-algorithm to relate average-case quadrature error to L2L^2-function approximation error.
result Provides new average-case results for various kernels and noise settings.

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 …

2010-11-01abs ↗pdf ↗

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…

2017-05-07abs ↗pdf ↗

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.

Study finds polynomial convergence rate for Farey sequences linked to Riemann hypothesis.

problem Understanding convergence rates of maximum mean discrepancies for Farey sequences.
method Identifying positive-semidefinite kernels and their polynomial convergence rates.
result Polynomial convergence rate of maximum mean discrepancies of Farey sequences is equivalent to the Riemann hypothesis.

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).

We consider the problem of optimising functions in the reproducing kernel Hilbert space (RKHS) of a Matérn kernel with smoothness parameter νν over the domain [0,1]d[0,1]^d under noisy bandit feedback. Our contribution, the ππ-GP-UCB algorithm, is the first practical approach with guaranteed sublinear regret for all $ν>1…

2020-01-28abs ↗pdf ↗

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.

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.

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.

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.

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…

2011-07-07abs ↗pdf ↗

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.

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.

In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned with abnormal cohort effects such as those for generations 1919 and 1920, for which the period tables provided by the Human Mortality Database …

2018-03-01abs ↗pdf ↗

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.

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.

Optimal annuitization strategy depends on age, labor income, and mortality risk.

problem Maximizing utility from consumption and labor income under age-dependent mortality.
method Dynamic programming approach to derive closed-form solutions.
result Post-retirement labor income acts as a substitute for annuitization.

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.

This paper addresses the risk-minimization problem, with and without mortality securitization, à la Föllmer-Sondermann for a large class of equity-linked mortality contracts when no model for the death time is specified. This framework includes the situation where the correlation between the market model and the time o…

2018-05-30abs ↗pdf ↗