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Joint models for cause-of-death mortality in multiple populations

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  • Huynh, Nhan
  • Ludkovski, Mike

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.

Suggested Citation

  • Huynh, Nhan & Ludkovski, Mike, 2024. "Joint models for cause-of-death mortality in multiple populations," Annals of Actuarial Science, Cambridge University Press, vol. 18(1), pages 51-77, March.
  • Handle: RePEc:cup:anacsi:v:18:y:2024:i:1:p:51-77_4
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