LanguageFlag

Stochastic modeling of mortality rate in nigeria. The mortality rate or mortality force is .

  • Stochastic modeling of mortality rate in nigeria. For instance, Giacometti et al. (2012) and Lin et al. The model was applied to the age-specific mortality rates for Nigeria (for both sexes) aged 15-84 years for the time periods 1990, 2000 and 2009. BAYESIAN HIERARCHICAL MODELING OF INFANT MORTALITY IN NIGERIA. In the last decennium a vast literature on stochastic mortality models has been developed Aug 28, 2024 · For example, Nigeria had . The Lee–Carter model brings us Jul 1, 2020 · Fixed effects estimates indicate that 1 dollar of per capita public health education spending in year t translated to about a 0. In the work, a non-stationary time series is first converted to a stationary series by obtaining the initial Nov 1, 2021 · in early childhood mortality in Nigeria to attain the SDG by 2030, [5]. For instance, Hunt and Blake (2015) describe an age-period-cohort (APC) model structure which encompasses the vast majority of stochastic mortality models. Positivity, boundedness, and equilibria are investigated in deterministic and stochastic senses. As an answer, the demographic and the actuarial literature have been introduced and compared to several stochastic mortality models, although few studies have thoroughly tested the uncertainty concerning mortality projections. We refer to the male population aged 0–90, analyzing the age groups 0–29, 30–60, and 61–90 separately to provide further evidence of the differences in mortality that characterizes the younger ages, the adult ages, and the older ages. , 29-38 ABSTRACT: This paper examines the application of ARIMA model on forecasting Infant Mortality Rate (IMR) in Nigeria. For life insurance and annuity products whose payoffs depend on the future mortality rates, there is a risk that realized mortality Jul 4, 2020 · Life insurance companies use stochastic models to forecast mortality. Jan 2020; 102-114;. The first step in formulating the ARIMAX model This paper examines the application of ARIMA model on forecasting Infant Mortality Rate (IMR) in Nigeria. A stochastic time series model for live births series in Nigeria was built, starting from an identified univariate ARIMA model. Jul 16, 2024 · Over the past several years, global infant and under-five mortality rates have decreased significantly, with advanced economies experiencing single-digit mortality rates. The main extinction theorem is formulated in terms of an Sep 6, 2019 · under-five a nd in fant m ortality rate (IMR) in some. The data used were obtained from the website of the World Bank. United Nations projections are also included through the year 2100. 1 Data source. In this paper, we adopt stochastic affine processes for the force of mortality and study the impact of adding a time-dependent long-term mean reversion level to two non Feb 20, 2017 · This paper illustrates how machine learning techniques allow us to analyze the quality of stochastic models and how these techniques can be used for differentiating the different causes of death in mortality modeling. Various stochastic models have been proposed to estimate mortality rates. Figure 1 shows mortality rates on a log scale over ages for all years as well as time trends for selected ages over time. Stochastic Mortality Models Stochastic mortality models are often used to models force, ,. In another Apr 1, 2008 · The parametric model introduced by Lee and Carter in 1992 for modeling mortality rates in the USA was a seminal development in forecasting life expectancies and has been widely used since then. Jul 17, 2020 · Oeppen-Vaupel Line. 54 per Jul 6, 2023 · 2. From these figures, it can be seen that for the majority of the ages, mortality projections under the STOCHASTIC MORTALITY MODELS: Criteria for Assessing and Comparing Models Mortality rate, q(t,x) Model CBD-1 Fan Chart. The mortality rate has reached its breakthrough since the famous model of Lee and Carter (1992). Recent studies have described the relationship between economic growth in terms of GDP and income, decline in mortality and improved health outcomes of some countries. The objectives of this book are three: (1) to introduce students to the standard concepts and methods of stochastic modeling; (2) to illustrate the rich diversity of applications of stochastic processes in the sciences; and TIME SERIES ANALYSIS AND FORECAST OF INFA NT MORTALITY RATE IN NIGERIA: AN ARIMA MODELING APPROACH (UN -IGME). In this paper, stochastic models based on autoregressive integrated moving average (ARIMA (p, d, q NOTE: All death rate data after 2019 are United Nations projections and therefore DO NOT include any impacts from COVID-19. The mortality rate or mortality force is Nov 1, 2021 · A cholera population model with stochastic transmission and stochasticity on the environmental reservoir of the cholera bacteria is presented. make clear here, at time zero both our hypothetical re-tirees agreeon the initial survivalprobabilitycurve p(s). 3. Leading causes of under-ve death include preterm birth complications, birth trauma, pneumonia, con- 2021. Background: Nigeria is among the top five countries in the world with the highest under-five mortality rates. e. Oeppen and Vaupel pointed out a striking regularity in human mortality since 1840. 1 Stochastic Mortality Models Stochastic mortality models are often used to models mortality force or mortality risk . Chart and table of the Nigeria death rate from 1950 to 2024. Sep 16, 2020 · In Figures 19 and 20, we present the mortality projections for males and females under the proposed model, the realised mortality rates for a 4-year forecast horizon and the 2014-based mortality projections of the ONS for the same horizon. Studies of mortality forecasting are of interest among actuaries and demographers because mortality forecasting can quantify mortality and longevity risks. , the life expectancy of the country holding the highest level in the whole world in a given calendar year) from 1840 to 2000. The present study offers new perspectives on the determinants of child mortality in a developing Sep 29, 2022 · Consequently, modelling population dynamics and projecting future longevity scenarios are vital tasks for policymakers. The ARIMA (1, 1, 1) model selected predicted a reduction of up to 30% by 2030 at Jun 2, 2020 · contact rates in T able 4), Nigeria will attain a peak cumulative mortality of about 225,000 by February 2021. 2, pp. that models in which mortality depends on health status, which itself is stochastic, have been used by actuaries well-before the introduction of 21st century stochastic mortality models. 7C). erefore, the under-ve mortality burden in Nigeria calls for rapid attention to scale down and below the global mortality average rate. This model uses principal component analysis to decompose the age-time matrix of mortality rates into a bilinear combination of age and period parameters, with the latter being treated as time se- Nov 28, 2022 · Background: Nigeria is among the top five countries in the world with the highest under-five mortality rates. 1. G. and a remaining stochastic component. Nov 2, 2021 · Background: Nigeria is among the top five countries in the world with the highest under-five mortality rates. Alt hough, these . Figure 9 (a) shows that when the lifting is mild, up to 232,400 cumulative deaths Apr 1, 2018 · 95% Prediction intervals for mortality rates q xt at ages x = 40 (bottom lines), x = 60 (middle lines) and x = 80 (top lines) for the Poisson Lee-Carter model fitted to the New Zealand male Jul 30, 2021 · In this paper, stochastic models based on autoregressive integrated moving average (ARIMA (p, d, q)) models of various orders are presented, with a view to identifying the optimal model for the Jun 18, 2019 · The study examined the incidence of the rate of Neonatal Mortality in Nigeria. The data consist of annual Infant Mortality Rate (per 1000 live births) on Male and Female from 1980 to 2019. The reductions in mortality rates experienced during the last decades and the resulting increases in life expectancy show that longevity risk, arising from unexpected changes in mortality, cannot be The aim of this study to compare forecasting abilities of two time series models: Univariate autoregressive integrated moving average (ARIMA) and autoregressive integrated moving average with exogenous variable, (ARIMAX). There is an abundance of literature on the topic of modelling and Jul 1, 2016 · A growing number of mathematical models of language dynamics have been developed to study the conditions for language coexistence and death, yet their phenomenological approach compromises their Jul 28, 2008 · The objective of this thesis is to propose the use of a time-changed Markov process to describe stochastic mortality dynamics for pricing and risk management purposes and to show that the proposed model can interpret the stylized mortality patterns very well. The aim of the study is to explain mortality improvements using stochastic modelling. Nov 28, 2022 · Background Nigeria is among the top five countries in the world with the highest under-five mortality rates. Aug 13, 2022 · The design of the stochastic model is based on transition probabilities and non-parametric techniques. 1) m x, t = D x, t E x, t = # d e a t h s d u r i n g c a l e n d a r y e a r t a g e d x l a s t b i r t h d a y a v e r a g e p o p u l a on stochastic models that are often used for modelling mortality force , or mortality risks ,; Lee and Carter (1992), Renshaw and Haberman (2006), Cairns et al (2006a), Currie et al (2004) and Currie (2006). regions of th e world (Claeson, 2000). This has led to increased interest in stochastic mortality models – that is, models that use stochastic techniques to forecast potential future mortality rates. It has increasingly been developed and gradually used in research studies. Jul 1, 2010 · The results from applying this methodology suggest that the models perform adequately by most backtests and that prediction intervals that incorporate parameter uncertainty are wider than those that do not. uential approaches to the stochastic modelling of mortality rates is the parsimonious mortality model proposed by Lee and Carter (1992). Annual data on Death and Birth was collected from National Population Commission for This study used the Lee-Carter method to model adult mortality in Nigeria (a limited data situation). However, Nigeria continues to grapple with rising infant mortality rates, which remain the highest in sub-Saharan Africa. Mar 1, 2007 · A different extension to the Cairns, Blake & Dowd (2006b) model that allows not only for a cohort effect, but also for a quadratic age effect, while ranking below the other models in terms of the BIC, exhibits parameter stability across different time periods for both data sets. Abstract This study sets out a backtesting framework applicable to the multiperiod-ahead forecasts from stochastic mortality models and uses it to evaluate the forecasting performance of Quest Journals Journal of Research in Applied Mathematics Volume 5 ~ Issue 2 (2018) pp: 01-07 ISSN(Online) : 2394-0743 ISSN (Print): 2394-0735 Apr 26, 2023 · Projected all-age mortality rates were highest in Scenario 1, where mortality rates increased by 15% in 2020, 13% in 2025, and 17% in 2030 compared to 2015 (Fig. In the past few decades, another advancement in the modeling of individual mortality has been developed – the stochastic mortality model. The typical mortality age-pattern This article proposes an alternative framework for modelling the stochastic dynamics of mortality rates. Aug 15, 2021 · Stochastic Mortality Model for Individual Mortality Rate. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such indicates the stochastic mortality model and ML the machine learning algorithm used to improve the mortality rates given by a certain model. The authors analyzed the trend in female best-practice life expectancy at birth (i. In addition to the general leading causes of under-five mortality, studies have shown that disparity in sociocultural values and practices across ethnic groups in Nigeria influence child survival, thus there is a need for scientific validation. The mortality rate or mortality force is often defines as; (1) This paper examines the application of ARIMA model on forecasting Infant Mortality Rate (IMR) in Nigeria. , 2007). Mortality rates Sep 30, 2021 · Besides, we may also consider that the short-term forecasting will give more benefits to the insurance companies and the policymakers since they may keep “flexibility” in adjusting mortality rate models. In comparison with the underlying deterministic model, the stochastic perturbation is shown to enhance stability of the disease-free equilibrium. An Besiru, Emwinloghosa Kenneth Guobadia(2022) On Forecasting Infant Mortality Rate by Sex using ARIMA Model: A Case of Nigeria, European Journal of Statistics and Probability, Vol. 2. Jun 28, 2020 · The results further showed that the selected ARIMA models are adequate for forecasting male and female Infant Mortality Rate, and that by 2030, Male infant mortality rate will decline to 58. In addition to the general leading causes of under-five mortality, studies have shown Aug 3, 2019 · This study investigated the trends of registered Death and Birth in Nigeria using Generalized Linear Models. (2015) proposed to model the log mortality rate by considering dynamic conditional mean as well as dynamic conditional variance or volatility. We consider the Italian mortality data available in the Human Mortality Database (HMD) over the period 1950–2018. Thus, we adopted a Bayesian hierarchical modeling framework. 9 deaths per 1,000 pe ople in 2020, Long-term Impacts of Climate Change on Mortality Rates: A Stochastic Actuarial Model. We compare quantitatively eight stochastic models explaining improvements in mortality rates in England &Wales and Nov 30, 2020 · The model is guided by the following assumptions: the size of homan population is constant, the birth rate and death rate are not equal, all parameters are nonnegative, all individuals are susceptible in the community, therapeutic treatment is applied to the infectious individuals, the treated individuals (individuals that are on treatment) do Dec 1, 2009 · Stochastic mortality modelsStochastic mortality models either model the central mortality rate or the initial mortality rate (see Coughlan et al. 10, No. Feb 6, 2020 · In this study, the aim is to build a robust predictive model of the Nigeria population growth rate taking into account the aforementioned issues in regression modelling hitherto ignored by some Jul 4, 2015 · Read Stochastic modeling of mortality risks in nigeria using by Alexander Decker on Issuu and browse thousands of other publications on our platfor course in stochastic processes-for example, A First Course in Stochastic Processes, by the present authors. Relative to the projected mortality rate in Scenario 1 in 2020, mortality rates in 2025 and 2030 declined the most in Scenario 2 for all ages and U5 (Table 4). In addition to the general leading causes of under-five mortality, studies have shown that disparities in sociocultural values and practices across ethnic groups in Nigeria influence child survival, thus there is a need for scientific validation. Coughlan, and Marwa Khalaf-Allaha March 23, 2011 Abstract This paper introduces a new framework for modelling the joint development over time of mortality rates in a pair of related populations with the primary aim of For pension schemes in particular, the combination of low interest rates and guaranteed pension increases have led to a much greater focus on future mortality rates. Cairns, David Blake, Kevin Dowd, Guy D. This paper introduces a neural network model that allows an accurate modelling and forecasting of the mortality rates of many populations. May 31, 2022 · With the aid of four stochastic mortality models and mortality data obtained from the Global Health Observatory, this study assesses the peculiarities surrounding the Nigerian age-specific The study therefore explained the mortality improvements for males’ aged 40-65 using Nigeria available data using two stochastic mortality models- Lee Carter Model (M1) and Renshaw-Haberman model (M2). The neural network model we propose Apr 24, 2020 · Abstract Gross domestic products (GDP) can be viewed as an internationally accepted measure of economy size and strength. 18 Model risk 1960 1980 2000 2020 2040 Oct 1, 2021 · The improvements in modeling the mortality rate have been carried out by several authors. The estimator yˆmdl,ML x is then applied to the A stochastic mortality model is proposed that aims at combining the nice features from the existing models, while eliminating the disadvantages, and is applicable to a full age range, captures the cohort effect, has a non-trivial (but not too complex) correlation structure and has no robustness problems. In addition to the general leading causes of under-five mortality, studies have shown Bayesian Stochastic Mortality Modelling for Two Populations⁄ Andrew J. 181. for modeling mortality force or mortality risks ; Lee and Carter (1992), Renshaw and Haberman (2006), Cairns et al (2006a), Currie et al (2004) and Currie (2006). The specify objectives of this study therefore is to apply Lee Carter Model (M1) and Renshaw-Haberman (M2) to explain male mortality The study therefore explained the mortality improvements for males’ aged 40-65 using Nigeria available data using two stochastic mortality models- Lee Carter Model (M1) and Renshaw-Haberman model (M2). We employ a common mortality basis of age and period e ects and compare the implications if the remaining structure is modelled, rst, via a univariate cohort process and, second, via a multivariate autoregressive model for the residuals surface. Jan 1, 2023 · A stochastic model that predicts the mortality rate of infant has been constructed. It undertakes a comparison of Male and Female. The incidence tested with use of Time Series Analysis (ARIMA). Oct 24, 2021 · This chapter reviewed the literature on stochastic mortality models featuring multiple populations and jumps, which can better capture the effects of pandemic shocks and their heterogeneous intensity across countries, cohorts, socio-economic groups. Jan 13, 2024 · Understanding the mortality dynamics and forecasting its future evolution is crucial for insurance companies and governments facing the risk that individuals might live longer than expected (the so-called longevity risk). The study explained the mortality improvements for males’ aged 40-65 using Nigeria available data using two stochastic mortality models- Lee Carter Model (M1) and Renshaw-Haberman model (M2). Generalized APC stochastic mortality models Some authors have recently sought to identify the similarities among stochastic mortality models. 93 unit drop in the infant mortality rate in year t+2, and about a Mar 25, 2021 · We model mortality from ages 0 to 100 over the period 1960–2018, forecasting up to 2050. The central mortality rate m x, t is defined as: (2. In this section and only for illustrative purposes, methodology is presented on Swiss males data. a mortality rate of 12. The fitting methodology was applied to the model using the Poisson model; the calibration was done using Life metrics R-code software. However, at any future time their perceived Aug 16, 2022 · Mortality improvements and life expectancies have been increasing in recent decades, leading to growing interest in understanding mortality risk and longevity risk. The latter consideration is basically adopted from modeling This paper introduces a new framework for modelling the joint development over time of mortality rates in a pair of related populations with the primary aim of producing consistent mortality forecasts for the two populations. It is shown that solutions are well-behaved. According to the literature, non-mean reversion models are more suitable for mortality modelling than mean reversion models with a fixed long-term target. Nov 28, 2022 · The best parametric model among the competing models is used to quantify the impact of risk factors and spatial patterns on the hazard rate among under-age five children in Nigeria. xjmhe levlehn abmlpjk pvmpl yxnlc ikt utjas yxyy qmpsvleq ttx