The Uncertain Lapse and Mortality Model

2013 ◽  
pp. 225-262
Keyword(s):  
Mortality Model

scholarly journals A Two-Population Mortality Model to Assess Longevity Basis Risk

Risks ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 44
Author(s):  
Selin Özen ◽  
Şule Şahin
Keyword(s):  
Risk Reduction ◽  
Significant Risk ◽  
Reference Population ◽  
Mortality Data ◽  
Basis Risk ◽  
Mortality Model ◽  
Proposed Model ◽  
Population Mortality ◽  
Mortality Jumps ◽  
The Impact

Index-based hedging solutions are used to transfer the longevity risk to the capital markets. However, mismatches between the liability of the hedger and the hedging instrument cause longevity basis risk. Therefore, an appropriate two-population model to measure and assess longevity basis risk is required. In this paper, we aim to construct a two-population mortality model to provide an effective hedge against the basis risk. The reference population is modelled by using the Lee–Carter model with the renewal process and exponential jumps, and the dynamics of the book population are specified. The analysis based on the U.K. mortality data indicate that the proposed model for the reference population and the common age effect model for the book population provide a better fit compared to the other models considered in the paper. Different two-population models are used to investigate the impact of sampling risk on the index-based hedge, as well as to analyse the risk reduction regarding hedge effectiveness. The results show that the proposed model provides a significant risk reduction when mortality jumps and sampling risk are taken into account.

scholarly journals A flexible two-dimensional mortality model for use in indirect estimation

2012 ◽  
Vol 66 (1) ◽  
pp. 1-28 ◽  
Author(s):  
John Wilmoth ◽  
Sarah Zureick ◽  
Vladimir Canudas-Romo ◽  
Mie Inoue ◽  
Cheryl Sawyer
Keyword(s):  
Two Dimensional ◽  
Indirect Estimation ◽  
Mortality Model

Time series analysis and mortality model of dog bite victims presented for treatment at a referral clinic for rabies exposure in Monrovia, Liberia, 2010–2013

2017 ◽  
Vol 22 ◽  
pp. 1-13 ◽  
Author(s):  
Ayodeji O. Olarinmoye ◽  
Johnson F. Ojo ◽  
Ayotunde J. Fasunla ◽  
Olayinka O. Ishola ◽  
Fahnboah G. Dakinah ◽  
...  
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Dog Bite ◽  
Mortality Model ◽  
Series Analysis ◽  
Rabies Exposure

scholarly journals Lower Respiratory Tract Infection and Short-Term Outcome in Patients With Acute Respiratory Distress Syndrome

2018 ◽  
Vol 35 (6) ◽  
pp. 588-594 ◽  
Author(s):  
Fernando G. Zampieri ◽  
Pedro Póvoa ◽  
Jorge I. Salluh ◽  
Alejandro Rodriguez ◽  
Sandrine Valade ◽  
...  
Keyword(s):  
Mechanical Ventilation ◽  
Acute Respiratory Distress Syndrome ◽  
Random Forest ◽  
Respiratory Tract ◽  
Respiratory Distress Syndrome ◽  
Respiratory Distress ◽  
Lower Respiratory Tract ◽  
Distress Syndrome ◽  
Icu Mortality ◽  
Mortality Model

Objective: To assess whether ventilator-associated lower respiratory tract infections (VA-LRTIs) are associated with mortality in critically ill patients with acute respiratory distress syndrome (ARDS). Materials and Methods: Post hoc analysis of prospective cohort study including mechanically ventilated patients from a multicenter prospective observational study (TAVeM study); VA-LRTI was defined as either ventilator-associated tracheobronchitis (VAT) or ventilator-associated pneumonia (VAP) based on clinical criteria and microbiological confirmation. Association between intensive care unit (ICU) mortality in patients having ARDS with and without VA-LRTI was assessed through logistic regression controlling for relevant confounders. Association between VA-LRTI and duration of mechanical ventilation and ICU stay was assessed through competing risk analysis. Contribution of VA-LRTI to a mortality model over time was assessed through sequential random forest models. Results: The cohort included 2960 patients of which 524 fulfilled criteria for ARDS; 21% had VA-LRTI (VAT = 10.3% and VAP = 10.7%). After controlling for illness severity and baseline health status, we could not find an association between VA-LRTI and ICU mortality (odds ratio: 1.07; 95% confidence interval: 0.62-1.83; P = .796); VA-LRTI was also not associated with prolonged ICU length of stay or duration of mechanical ventilation. The relative contribution of VA-LRTI to the random forest mortality model remained constant during time. The attributable VA-LRTI mortality for ARDS was higher than the attributable mortality for VA-LRTI alone. Conclusion: After controlling for relevant confounders, we could not find an association between occurrence of VA-LRTI and ICU mortality in patients with ARDS.

A Human Ballistic Mortality Model

1978 ◽  
Author(s):  
William B. Beverly
Keyword(s):  
Mortality Model

scholarly journals An Individual-Tree Mortality Model for Complex Stands of Southeastern British Columbia

2005 ◽  
Vol 20 (2) ◽  
pp. 101-109 ◽  
Author(s):  
Hailemariam Temesgen ◽  
Stephen J. Mitchell
Keyword(s):  
British Columbia ◽  
Tree Species ◽  
Tree Mortality ◽  
Model Development ◽  
Mortality Rates ◽  
Average Deviation ◽  
Individual Tree ◽  
Permanent Sample Plots ◽  
Diameter Increment ◽  
Mortality Model

Abstract An individual-tree mortality model was developed for major tree species in complex stands (multi-cohort, multiaged, and mixed species) of southeastern British Columbia (BC), Canada. Data for 29,773 trees were obtained from permanent sample plots established in BC. Average annual diameter increment and mortality rates ranged from 0.08 to 0.17 cm/year and from 0.3 to 2.6%, respectively. Approximately 70% of the trees were used for model development and 30% for model evaluation. After evaluating the model, all 29,773 trees were used to fit the final model. A generalized logistic model was used to relate mortality to tree size, competition, and relative position of trees in a stand. The evaluation test demonstrated that the model appears to be well behaved and robust for the tree species considered in this study. For the eight tree species, the average deviation between observed and predicted annual mortality rates varied from −0.5 to 0.7% in the test data. West. J. Appl. For. 20(2):101–109.

scholarly journals Assessment of hospital performance with a case-mix standardized mortality model using an existing administrative database in Japan

2010 ◽  
Vol 10 (1) ◽  
Author(s):  
Hiroaki Miyata ◽  
Hideki Hashimoto ◽  
Hiromasa Horiguchi ◽  
Kiyohide Fushimi ◽  
Shinya Matsuda
Keyword(s):  
Hospital Performance ◽  
Administrative Database ◽  
Case Mix ◽  
Mortality Model
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