{"title":"Joint models for cause-of-death mortality in multiple populations","authors":"Nhan H. Huynh, M. Ludkovski","doi":"10.1017/s1748499523000118","DOIUrl":null,"url":null,"abstract":"\n We investigate jointly modelling age–year-specific rates of various causes of death in a multinational setting. We apply multi-output Gaussian processes (MOGPs), a spatial machine learning method, to smooth and extrapolate multiple cause-of-death mortality rates across several countries and both genders. To maintain flexibility and scalability, we investigate MOGPs with Kronecker-structured kernels and latent factors. In particular, we develop a custom multi-level MOGP that leverages the gridded structure of mortality tables to efficiently capture heterogeneity and dependence across different factor inputs. Results are illustrated with datasets from the Human Cause-of-Death Database (HCD). We discuss a case study involving cancer variations in three European nations and a US-based study that considers eight top-level causes and includes comparison to all-cause analysis. Our models provide insights into the commonality of cause-specific mortality trends and demonstrate the opportunities for respective data fusion.","PeriodicalId":44135,"journal":{"name":"Annals of Actuarial Science","volume":null,"pages":null},"PeriodicalIF":1.5000,"publicationDate":"2021-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Actuarial Science","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1017/s1748499523000118","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 2
Abstract
We investigate jointly modelling age–year-specific rates of various causes of death in a multinational setting. We apply multi-output Gaussian processes (MOGPs), a spatial machine learning method, to smooth and extrapolate multiple cause-of-death mortality rates across several countries and both genders. To maintain flexibility and scalability, we investigate MOGPs with Kronecker-structured kernels and latent factors. In particular, we develop a custom multi-level MOGP that leverages the gridded structure of mortality tables to efficiently capture heterogeneity and dependence across different factor inputs. Results are illustrated with datasets from the Human Cause-of-Death Database (HCD). We discuss a case study involving cancer variations in three European nations and a US-based study that considers eight top-level causes and includes comparison to all-cause analysis. Our models provide insights into the commonality of cause-specific mortality trends and demonstrate the opportunities for respective data fusion.