IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v342y2024i3d10.1007_s10479-022-05042-2.html
   My bibliography  Save this article

A tensor-based approach to cause-of-death mortality modeling

Author

Listed:
  • Giovanni Cardillo

    (Sapienza University of Rome)

  • Paolo Giordani

    (Sapienza University of Rome)

  • Susanna Levantesi

    (Sapienza University of Rome)

  • Andrea Nigri

    (University of Foggia)

Abstract

In various situations, a researcher analyses data stored in a matrix. Often, the information is replicated on different occasions that can be time-varying or refer to different conditions. In these situations, data can be stored in a multi-way array or tensor. In this work, using the Tucker4 model, we apply a tensor-based approach to the mortality by cause of death, hence considering data stored in a four-dimensional array. The dataset here considered is provided by the World Health Organization and refers to causes of death, ages, years, and countries. A deep understanding of changing mortality patterns is fundamental for planning public policies. Knowledge about mortality trends by causes of death and countries can help Governments manage their health care costs and financial planning, including public pensions, and social security schemes. Our analysis reveals that the Tucker4 model allows for extracting meaningful demographic insights, which are useful to understand that the rise in survival during the twentieth century was mostly determined by a reduction of the main causes of death.

Suggested Citation

  • Giovanni Cardillo & Paolo Giordani & Susanna Levantesi & Andrea Nigri, 2024. "A tensor-based approach to cause-of-death mortality modeling," Annals of Operations Research, Springer, vol. 342(3), pages 2075-2094, November.
  • Handle: RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05042-2
    DOI: 10.1007/s10479-022-05042-2
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10479-022-05042-2
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10479-022-05042-2?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Søren Kjærgaard & Yunus Emre Ergemen & Malene Kallestrup-Lamb & Jim Oeppen & Rune Lindahl-Jacobsen, 2019. "Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths," CREATES Research Papers 2019-07, Department of Economics and Business Economics, Aarhus University.
    2. Tamura, Robert, 1996. "From decay to growth: A demographic transition to economic growth," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1237-1261.
    3. Søren Kjærgaard & Yunus Emre Ergemen & Malene Kallestrup‐Lamb & Jim Oeppen & Rune Lindahl‐Jacobsen, 2019. "Forecasting causes of death by using compositional data analysis: the case of cancer deaths," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 68(5), pages 1351-1370, November.
    4. Emanuele Felice & Josep Pujol Andreu & Carlo D'Ippoliti, 2016. "GDP and life expectancy in Italy and Spain over the long run: A time-series approach," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 35(28), pages 813-866.
    5. Pierre Devolder & Susanna Levantesi & Massimiliano Menzietti, 2021. "Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system," Annals of Operations Research, Springer, vol. 299(1), pages 765-795, April.
    6. Kroonenberg, Pieter M., 2016. "My Multiway Analysis: From Jan de Leeuw to TWPack and Back," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 73(i03).
    7. Henry Kaiser, 1958. "The varimax criterion for analytic rotation in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 23(3), pages 187-200, September.
    8. Pieter Kroonenberg & Jan Leeuw, 1980. "Principal component analysis of three-mode data by means of alternating least squares algorithms," Psychometrika, Springer;The Psychometric Society, vol. 45(1), pages 69-97, March.
    9. Ledyard Tucker, 1966. "Some mathematical notes on three-mode factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 31(3), pages 279-311, September.
    10. Maria Russolillo & Giuseppe Giordano & Steven Haberman, 2011. "Extending the Lee–Carter model: a three-way decomposition," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2011(2), pages 96-117.
    11. Nan Li & Ronald Lee, 2005. "Coherent mortality forecasts for a group of populations: An extension of the lee-carter method," Demography, Springer;Population Association of America (PAA), vol. 42(3), pages 575-594, August.
    12. Arie Kapteyn & Heinz Neudecker & Tom Wansbeek, 1986. "An approach ton-mode components analysis," Psychometrika, Springer;The Psychometric Society, vol. 51(2), pages 269-275, June.
    13. Marie-Pier Bergeron-Boucher & Violetta Simonacci & Jim Oeppen & Michele Gallo, 2018. "Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories," North American Actuarial Journal, Taylor & Francis Journals, vol. 22(1), pages 92-118, January.
    14. Yumo Dong & Fei Huang & Honglin Yu & Steven Haberman, 2020. "Multi-population mortality forecasting using tensor decomposition," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2020(8), pages 754-775, September.
    15. Andrea Nigri & Susanna Levantesi & Gabriella Piscopo, 2022. "Causes-of-Death Specific Estimates from Synthetic Health Measure: A Methodological Framework," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 162(2), pages 887-908, July.
    16. Li, Han & Li, Hong & Lu, Yang & Panagiotelis, Anastasios, 2019. "A forecast reconciliation approach to cause-of-death mortality modeling," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 122-133.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Søren Kjærgaard & Yunus Emre Ergemen & Marie-Pier Bergeron Boucher & Jim Oeppen & Malene Kallestrup-Lamb, 2019. "Longevity forecasting by socio-economic groups using compositional data analysis," CREATES Research Papers 2019-08, Department of Economics and Business Economics, Aarhus University.
    2. Henk Kiers, 1997. "Three-mode orthomax rotation," Psychometrika, Springer;The Psychometric Society, vol. 62(4), pages 579-598, December.
    3. Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2023. "Thirty years on: A review of the Lee–Carter method for forecasting mortality," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1033-1049.
    4. S⊘ren Kjærgaard & Yunus Emre Ergemen & Marie‐Pier Bergeron‐Boucher & Jim Oeppen & Malene Kallestrup‐Lamb, 2020. "Longevity forecasting by socio‐economic groups using compositional data analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(3), pages 1167-1187, June.
    5. Marie-Pier Bergeron-Boucher & Søren Kjærgaard & James E. Oeppen & James W. Vaupel, 2019. "The impact of the choice of life table statistics when forecasting mortality," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(43), pages 1235-1268.
    6. Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2022. "Thirty years on: A review of the Lee-Carter method for forecasting mortality," SocArXiv 8u34d, Center for Open Science.
    7. Giuseppe Brandi & Ruggero Gramatica & Tiziana Di Matteo, 2019. "Unveil stock correlation via a new tensor-based decomposition method," Papers 1911.06126, arXiv.org, revised Apr 2020.
    8. Ana Debon & Steven Haberman & Gabriella Piscopo, 2024. "Multipopulation mortality analysis: bringing out the unobservable with latent clustering," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(6), pages 5107-5123, December.
    9. Kohei Adachi, 2011. "Three-Way Tucker2 Component Analysis Solutions of Stimuli × Responses × Individuals Data with Simple Structure and the Fewest Core Differences," Psychometrika, Springer;The Psychometric Society, vol. 76(2), pages 285-305, April.
    10. Rizzi, Silvia & Kjærgaard, Søren & Bergeron Boucher, Marie-Pier & Camarda, Carlo Giovanni & Lindahl-Jacobsen, Rune & Vaupel, James W., 2021. "Killing off cohorts: Forecasting mortality of non-extinct cohorts with the penalized composite link model," International Journal of Forecasting, Elsevier, vol. 37(1), pages 95-104.
    11. Giuseppe Giordano & Steven Haberman & Maria Russolillo, 2019. "Coherent modeling of mortality patterns for age-specific subgroups," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(1), pages 189-204, June.
    12. Kohei Adachi, 2009. "Joint Procrustes Analysis for Simultaneous Nonsingular Transformation of Component Score and Loading Matrices," Psychometrika, Springer;The Psychometric Society, vol. 74(4), pages 667-683, December.
    13. Zhang, Xuanming & Huang, Fei & Hui, Francis K.C. & Haberman, Steven, 2023. "Cause-of-death mortality forecasting using adaptive penalized tensor decompositions," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 193-213.
    14. Bilian Chen & Zhening Li & Shuzhong Zhang, 2015. "On optimal low rank Tucker approximation for tensors: the case for an adjustable core size," Journal of Global Optimization, Springer, vol. 62(4), pages 811-832, August.
    15. Francesca Perla & Salvatore Scognamiglio, 2023. "Locally-coherent multi-population mortality modelling via neural networks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(1), pages 157-176, June.
    16. Mariela González-Narváez & María José Fernández-Gómez & Susana Mendes & José-Luis Molina & Omar Ruiz-Barzola & Purificación Galindo-Villardón, 2021. "Study of Temporal Variations in Species–Environment Association through an Innovative Multivariate Method: MixSTATICO," Sustainability, MDPI, vol. 13(11), pages 1-25, May.
    17. Elisa Frutos-Bernal & Ángel Martín del Rey & Irene Mariñas-Collado & María Teresa Santos-Martín, 2022. "An Analysis of Travel Patterns in Barcelona Metro Using Tucker3 Decomposition," Mathematics, MDPI, vol. 10(7), pages 1-17, March.
    18. Li, Han & Chen, Hua, 2024. "Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement," International Journal of Forecasting, Elsevier, vol. 40(2), pages 549-563.
    19. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    20. Kiers, Henk A. L., 1998. "Three-way SIMPLIMAX for oblique rotation of the three-mode factor analysis core to simple structure," Computational Statistics & Data Analysis, Elsevier, vol. 28(3), pages 307-324, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05042-2. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.