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Mortality forecasting in a post-COVID world

Last week I presented at the Longevity 18 conference.  My topic was on robustifying stochastic mortality models when the calibrating data contain outliers, such as caused by the COVID-19 pandemic.  A copy of the presentation can be downloaded here, which is based on a paper to be presented at an IFoA sessional meeting in N

Written by: Stephen RichardsTags: Filter information matrix by tag: mortality projections, Filter information matrix by tag: coronavirus, Filter information matrix by tag: outliers

Unhiding the bodies

All governments like to divert attention from their mistakes.  However, this is tricky in an open democracy with a free press if those mistakes lead to tens of thousands of deaths.  In contrast, it is straightforward for an authoritarian regime to manipulate the death counts.  Nevertheless, it is hard to hide all the indirect consequences of excess deaths.  This allows resourceful researchers to uncover what even dictatorships would rather keep hidden.  In this blog we look at examples in China and Russia.

Written by: Stephen RichardsTags: Filter information matrix by tag: coronavirus

Robust mortality forecasting for 2D age-period models

The covid-19 pandemic caused mortality shocks in many countries, and these shocks severely impact the standard forecasting models used by actuaries.  I previously showed how to robustify time-series models with a univariate index (Lee-Carter, APC) and those with a multivariate index (Cairns-Blake-Dowd, Ta

Written by: Stephen RichardsTags: Filter information matrix by tag: outliers, Filter information matrix by tag: coronavirus, Filter information matrix by tag: forecasting, Filter information matrix by tag: mortality projections

Robust mortality forecasting for multivariate models

In my previous blog I showed how univariate stochastic mortality models like the Lee-Carter and APC models can be robustified to cope with data affected by the covid-19 pandemic. This blog considers multivariate models.
Written by: Stephen RichardsTags: Filter information matrix by tag: outliers, Filter information matrix by tag: coronavirus, Filter information matrix by tag: random walk, Filter information matrix by tag: drift model

Robust mortality forecasting for univariate models

The covid-19 pandemic led to high levels of mortality in many countries in 2020. How can univariate projections robustly handle such shocks in population data?
Written by: Stephen RichardsTags: Filter information matrix by tag: ARIMA, Filter information matrix by tag: coronavirus, Filter information matrix by tag: outliers

Reheating a Cold Case

In criminal investigation, it is well known that passing time obscures the facts, making what happened more difficult to discern. Eventually, the case turns cold - unlikely to be solved unless we discover new evidence. In some ways for over a century, epidemiologists have been dealing with just such a cold case, picking through the rubble of the 1918 Influenza pandemic and trying to make sense of what they find. But as we will see, debate continues in a number of areas.

Written by: Gavin RitchieTags: Filter information matrix by tag: coronavirus, Filter information matrix by tag: pandemic, Filter information matrix by tag: influenza, Filter information matrix by tag: cardiovascular

Virus evolution

Humanity has suffered from many pandemics in the past, but the SARS-Cov-2 virus is the first to have its genome studied so extensively while the pandemic is ongoing.  In a previous blog I looked at how the Delta variant displaced all other variants in the UK due to its increased infectiousness.  Unfortunately, the increased infectiousness of Delta was not accompan

Written by: Stephen RichardsTags: Filter information matrix by tag: coronavirus

Claims and Consequences

This blog discusses misinformation - including deliberate disinformation - during the SARS-COV-2 pandemic. I won't link directly to anti-vaccine content to avoid adding search-engine credibility to material best left unfound.

Written by: Gavin RitchieTags: Filter information matrix by tag: influenza, Filter information matrix by tag: coronavirus, Filter information matrix by tag: pandemic

(H)arms race

I'm not a fan of the hyperbolic use of military metaphors in civilian life.  However, in rare cases they do seem appropriate, and the ongoing SAR-Cov-2 pandemic provides an example.  After all, describing a worker as "front-line" seems justified when the occupation carries a materially increased risk of infection and death (SAGE, 2021).

Written by: Stephen RichardsTags: Filter information matrix by tag: coronavirus

No Thanks for the Memory

That there is "no substitute for experience" is a truism, and one that is very tempting to apply wholesale to human immunity. Indeed, we previously touched upon an particular feature of the 1918 Spanish Flu outbreak, the so-called "W-shaped" mortality impact resulting in disproportionate fatalities amongst younger adults in the 20-40 range.

Written by: Gavin RitchieTags: Filter information matrix by tag: coronavirus, Filter information matrix by tag: influenza, Filter information matrix by tag: pandemic, Filter information matrix by tag: immunosenescence