scholarly journals ARMA Models for Mortality Forecast

2016 ◽  
Vol 55 (1) ◽  
pp. 31-44
Author(s):  
Natalja Šiškina ◽  
Jonas Šiaulys
Keyword(s):  
Mortality Rate ◽  
Longevity Risk ◽  
Arma Models ◽  
Men And Women ◽  
Rate Distribution ◽  
Baltic Countries ◽  
Mortality Forecast

In the last several decades, many countries have been paying a lot of attention to mortality forecastingbecause of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries andmake predictions using ARMA models. Research shoved that mortality rate distribution is almost the same in Lithuania, Latvia and Estonia and all of them represent longevity trends. It means that men and women, children and adults have thesame mortality structure in all Baltic countries and live longer than before.

scholarly journals Stroke Mortality Trends in the Population of Klaipėda From 1994 to 2008

Medicina ◽  
2011 ◽  
Vol 47 (9) ◽  
pp. 512 ◽  
Author(s):  
Henrikas Kazlauskas ◽  
Nijolė Raškauskienė ◽  
Rima Radžiuvienė ◽  
Vinsas Janušonis
Keyword(s):  
Mortality Rate ◽  
Mortality Rates ◽  
Mortality Data ◽  
World Population ◽  
Stroke Mortality ◽  
Middle Aged ◽  
Elderly Men ◽  
Men And Women ◽  
Specific Mortality ◽  
Permanent Residents

The objective of the study was to evaluate the trends in stroke mortality in the population of Klaipėda aged 35–79 years from 1994 to 2008. Material and Methods. Mortality data on all permanent residents of Klaipėda aged 35–79 years who died from stroke in 1994–2008 were gathered for the study. All death certificates of permanent residents of Klaipėda aged 35–79 years who died during 1994–2008 were examined in this study. The International Classification of Diseases (ICD-9 codes 430–436, and ICD-10 codes I60–I64) was used. Sex-specific mortality rates were standardized according to the Segi’s world population; all the mortality rates were calculated per 100 000 population per year. Trends in stroke mortality were estimated using log-linear regression models. Sex-specific mortality rates and trends were calculated for 3 age groups (35–79, 35–64, and 65–79 years). Results. During the entire study period (1994–2008), a marked decline in stroke mortality with a clear slowdown after 2002 was observed. The average annual percent changes in mortality rates for men and women aged 35–79 years were –4.6% (P=0.041) and –6.5% (P=0.002), respectively. From 1994 to 2002, the stroke mortality rate decreased consistently among both Klaipėda men and women aged 35–64 years (20.4% per year, P=0.002, and 14.7% per year, P=0.006, respectively) and in the elderly population aged 65–79 years (13.8% per year, P=0.005; and 12% per year, P=0.019). During 2003–2008, stroke mortality increased by 16.3% per year in middle-aged men (35–64 years), whereas among women (aged 35–64 and 65–79 years) and elderly men (aged 65–79 years), the age-adjusted mortality rate remained relatively unchanged. Conclusions. Among both men and women, the mortality rates from stroke sharply declined between 1994 and 2008 with a clear slowdown in the decline after 2002. Stroke mortality increased significantly among middle-aged men from 2003, while it remained without significant changes among women of the same age and both elderly men and women.

scholarly journals Measurement of Longevity Risk of Life Annuity Based on C-ROSS Framework

2020 ◽  
Vol 2020 ◽  
pp. 1-8
Author(s):  
Ming Zhao ◽  
Ziwen Li ◽  
Yinge Cai ◽  
Weiting Li
Keyword(s):  
Mortality Rate ◽  
Life Table ◽  
Life Insurance ◽  
Insurance Companies ◽  
Longevity Risk ◽  
Risk Capital ◽  
Risk Margin ◽  
Life Annuity ◽  
Mortality Improvement ◽  
Carter Model

This paper constructs a model to measure longevity risk and explains the reasons for restricting the supply of annuity products in life insurance companies. According to the Lee–Carter Model and the VaR-based stochastic simulation, it can be found that the risk margin of the first type of longevity risk for ignoring the improvement of mortality rate is about 7%, and the risk margin of the second type of longevity risk for underestimating mortality improvement is about 7%. Therefore, the insurer needs to use cohort life table pricing premium and gradually prepares longevity risk capital during the insurance period.

Age analysis of the population mortality from diabetes mellitus in the Tula region

10.12737/5613 ◽  
2014 ◽  
Vol 8 (1) ◽  
pp. 1-11 ◽  
Author(s):  
Макишева ◽  
R. Makisheva ◽  
Хромушин ◽  
Viktor Khromushin ◽  
Хадарцев ◽  
...  
Keyword(s):  
Mortality Rate ◽  
Adult Population ◽  
Age Groups ◽  
Endocrine System ◽  
Initial Increase ◽  
Male Population ◽  
Female Population ◽  
Men And Women ◽  
Age Cohorts ◽  
Age Cohort

The article analyzes 182897 deaths of the adult population of the Tula region from the mortality register from 2007 to 2013 by age cohorts 15-19; 20-24; 25-34; 35-44; 45-54; 55-64; 65-74; >=75, of which 4882 case of death from diabetes. The increasing incidence of diseases of the endocrine system, disorders of nutrition and metabolism is identified and is accordingly 63,7; 66,5; 68,4; 68,3; 69,4; 71,0 per 1000 population. The mortality rate in the Tula region in 2012 from diabetes was 59,86 per 100000 population. The analysis of mortality shows that the ratio of women to men for the period from 2007 to 2013 increases with increasing age in a power-law dependence from 0,6 to 4,49. In the age cohort 45-54 men and women, there is a decrease in the number of cases. The initial increase and the subsequent significant decline in the number of cases have a place for men in this cohort. For women, the mortality rate decreases with larger slope than for men. The dynamics of the mortality of men and women in the cohort 55-64 is characterized by an increase in the number of cases in 2007-2010 and the decrease in 2011-2013. In this cohort, the mortality rate among men increased (except 2013), and the mortality rate of the female population varies only slightly. Mortality of women, men, and for men and women in the cohort 65-74 years decreases, and in the cohort of 75 and over increased. Positive aspects of age analysis is the transfer of deaths from age groups 45-54, 55-64, 65-74 in a cohort of older ages 75 years or more. Negative aspects of age analysis is the increased mortality of the male population in the cohort 55-64 in 2007- 2012, men and women of this cohort in 2007 - 2010 years, as well as the high mortality of the female population from diabetes, compared with the male population of the Tula region.

MEASURING THE TEMPERATURE OF TEXTS

Fractals ◽  
2008 ◽  
Vol 16 (01) ◽  
pp. 25-32 ◽  
Author(s):  
SASUKE MIYAZIMA ◽  
KEIZO YAMAMOTO
Keyword(s):  
High Schools ◽  
Mortality Rate ◽  
Rate Distribution ◽  
Innovative Method ◽  
The Us ◽  
Present Technique ◽  
National Corpus

An innovative method for measuring the temperature of texts is introduced by measuring deviation from a standard Maxwell-Boltzmann (M–B) distribution for a corpus of English words. The temperature of English texts for junior and senior high schools in Japan and grades one through 12 in the US are measured and found to be between 148 K and 87 K, when the temperature of ANC (American National Corpus) is assumed to be 100 K as a standard. The temperature of several books by famous authors (Einstein, Darwin, etc.) is also analyzed. The present technique also can be applied to many other topics. Application to mortality rate distribution in Japan is discussed as an example.

scholarly journals Modelling and Prediction of the Gross Mortality Rate in Ecuador

2018 ◽  
Vol 6 (3) ◽  
Author(s):  
Mónica Mite ◽  
Sandra Garcia-Bustos ◽  
Marcela Pincay ◽  
Ana Debón ◽  
Francisco Santoja
Keyword(s):  
Mortality Rate ◽  
Cohort Effect ◽  
Mortality Data ◽  
Arima Models ◽  
Men And Women ◽  
Mortality Forecasting ◽  
Basic Model ◽  
Adjusted Model ◽  
Age Range ◽  
Carter Model

This paper presents the results obtained from the modelling of the mortality data in Ecuador from 1990 to 2010, using the StMoMo library in the open source programming language R. This library was developed based on the Generalized Age-Period-Cohort Models (GAPC), among which is the Lee-Carter model, which has been widely applied in the actuarial area. The gross mortality rate of men and women in an age range of 1 to 85 years was modelled for the data of Ecuador, in the period 1990-2010. Of a total of eight models, two models have been selected because they present a good fit of the data for both genders. The first is the basic model of Lee-Carter and the second, the Plat model, which incorporates the cohort effect. A comparison was made with the two models to determine which one has a better forecast in a horizon of 20 years for specific ages. Both models show and predict the decrease in mortality in Ecuador of both genders, a decrease that is more pronounced, in general, for women at certain ages. In determining the uncertainty of the models, the bootstrap technique was used to define the confidence intervals of the adjusted model. The GAPC and ARIMA models were also compared; the former improve the mortality forecasting.

scholarly journals Analysis of the effect of pneumonia on mortality (ORACLE-RF)

2020 ◽  
Vol 9 (2) ◽  
Author(s):  
Alexander G. Arutyunov ◽  
Anna V. Sokolova ◽  
Grigoriy P. Arutyunov ◽  
Dmitry O. Dragunov
Keyword(s):  
Heart Failure ◽  
Chronic Kidney Disease ◽  
Mortality Rate ◽  
Final Analysis ◽  
Men And Women ◽  
Death Risk ◽  
Favorable Prognosis ◽  
Associated Diseases ◽  
One Year ◽  
Overall Mortality

Objective — To analyze the effect of pneumonia on mortality among patients with circulatory decompensation. Material and methods — The study was based on the ORACLE-RF registry containing information obtained from 20 cities in Russia. Patients were monitored for one year. The research included men and women with symptoms of chronic heart failure during circulatory decompensation period. The patients' average age was 67±13 years. Final analysis included 2404 patients. Results — Hospital mortality was at 9%. By the 30th day of observation, overall mortality rate stood at 13%. Within the year, the overall mortality rate was 43%. Pneumonia and chronic kidney disease (CKD) had the most pronounced effect on death risk – 49.5% and 47.2%. The study showed that patients who do not have pneumonia and CKD among other associated diseases were 2.5 times more likely to survive after 360 days of observation than patients who have them among other associated diseases. The chances of favorable prognosis in patients without pneumonia are 1.7 times higher than in patients with pneumonia among other diseases. Conclusion — Pneumonia probably triggered the decompensation mechanism and significantly increased mortality in these patients.

The Modified Mortality Decomposition Model and its Application in the China Longevity Risk Analysis

2013 ◽  
Vol 756-759 ◽  
pp. 2912-2917 ◽  
Author(s):  
Ning Zhang
Keyword(s):  
Mortality Rate ◽  
Risk Analysis ◽  
Detailed Analysis ◽  
Risk Index ◽  
Mortality Data ◽  
Longevity Risk ◽  
Rate Data ◽  
Data Set ◽  
Decomposition Model ◽  
New Development

the paper made an adjustment on the mortality decomposition model which was first proposed by the author. The mortality data can be processed by the classical wavelet and HHT methods. Compared with the classical mortality analyzing method, more information about longevity risk can be captured by the adjusted mortality decomposition. As a new development, the adjusted mortality decomposition is more effective for the short data set like China. Also the paper gave a modified form of longevity risk index which is different from that the author introduced in another paper. The new modified index is more suitable for China. Based on the adjusted decomposition of mortality rate data and modified longevity risk index, the paper gave their application and detailed analysis on China longevity risk. The important result of different provinces is also given.

scholarly journals Reported mortality for colorectal cancer in Brazil in the first 16 years of the 21st century

2019 ◽  
pp. 186-192
Author(s):  
Daniel Navarini ◽  
Victor Antonio Kuiava ◽  
Eduardo Torres Grisolia ◽  
Fernando Fornari ◽  
Paulo Roberto Reichert ◽  
...  
Keyword(s):  
Colorectal Cancer ◽  
Information System ◽  
Mortality Rate ◽  
Confidence Interval ◽  
21St Century ◽  
Malignant Neoplasm ◽  
Economic Cost ◽  
Temporal Aggregation ◽  
Men And Women ◽  
Significant Difference

Introduction: Colorectal cancer (CRC) is a malignant neoplasm with major impact on health today. There is, however, an efficient method for prevention and screening, which varies in different protocols according to each institution or country. The objective is to evaluate the mortality rate and the economic cost of CRC in Brazil during the first 16 years of the 21st century. Method: A retrospective, temporal aggregation study was conducted with an exploratory, documentary quantitative approach on CRC mortality from 2000 to 2016, based on the Mortality Information System database provided by the Brazilian Ministry of Health. Results: In the study period, 218,000 deaths due to CRC were recorded. The CRC mortality rate was 6.2 (95% confidence interval, 5.59-6.81) per 100,000 population, with no significant difference between men and women. Of the 17 age subgroups analyzed, eight had a significant increase from 2000 to 2016, including all subgroups aged over 50 years. Conclusion: There was an increase in mortality due to CRC in the study period.

scholarly journals A gender-based analysis of the obesity paradox in cardiac surgery: height for women, weight for men?

2019 ◽  
Vol 56 (1) ◽  
pp. 72-78 ◽  
Author(s):  
Marco Ranucci ◽  
Carlo de Vincentiis ◽  
Lorenzo Menicanti ◽  
Maria Teresa La Rovere ◽  
Valeria Pistuddi
Keyword(s):  
Cardiac Surgery ◽  
Mortality Rate ◽  
Odds Ratio ◽  
Operative Mortality ◽  
Lower Mortality ◽  
Men And Women ◽  
Obesity Class ◽  
Female Patients ◽  
Gender Based ◽  
The Relationship

Abstract OBJECTIVES In cardiac surgery, obesity is associated with a lower mortality risk. This study aims to investigate the association between body mass index (BMI) and operative mortality separately in female patients and male patients undergoing cardiac surgery and to separate the effects of weight and height in each gender-based cohort of patients. METHODS A retrospective cohort study including 7939 consecutive patients who underwent cardiac surgery was conducted. The outcome measure was the operative mortality. RESULTS In men, there was a U-shaped relationship between the BMI and the operative mortality, with the lower mortality rate at a BMI of 35 kg/m2. In women, the relationship is J-shaped, with the lower mortality at a BMI of 22 kg/m2. Female patients with obesity class II–III had a relative risk for operative mortality of 2.6 [95% confidence interval (CI) 1.37–4.81, P = 0.002]. The relationship between weight and mortality rate is a U-shaped bot in men and women, with the lower mortality rate at 100 kg for men and 70 kg for women. Height was linearly and inversely associated with the operative mortality in men and women. After correction for the potential confounders, height, but not weight, was independently associated with operative mortality in women (odds ratio 0.949, 95% CI 0.915–0.983; P = 0.004); conversely, in men, this association exists for weight (odds ratio 1.017, 95% CI 1.001–1.032; P = 0.034), but not height. CONCLUSIONS Contrary to men, in women obesity does not reduce the operative mortality in cardiac surgery, whereas the height seems to be associated with a lower mortality.

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