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20.12.2023 | Original Research Paper

Forecasting, interventions and selection: the benefits of a causal mortality model

verfasst von: Snorre Jallbjørn, Søren F. Jarner, Niels R. Hansen

Erschienen in: European Actuarial Journal

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Abstract

Integrating epidemiological information into mortality models has the potential to improve forecasting accuracy and facilitate the assessment of preventive measures that reduce disease risk. While probabilistic models are often used for mortality forecasting, predicting how a system behaves under external manipulation requires a causal model. In this paper, we utilize the potential outcomes framework to explore how population-level mortality forecasts are affected by interventions, and discuss the assumptions and data needed to operationalize such an analysis. A unique challenge arises in population-level mortality models where common forecasting methods treat risk prevalence as an exogenous process. This approach simplifies the forecasting process but overlooks (part of) the interdependency between risk and death, limiting the model’s ability to capture selection-induced effects. Using techniques from causal mediation theory, we quantify the selection effect typically missing in studies on cause-of-death elimination and when analyzing actions that modify risk prevalence. Specifically, we decompose the total effect of an intervention into a part directly attributable to the intervention and a part due to subsequent selection. We illustrate the effects with U.S. data.

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Fußnoten
1
Covariates are, especially for large cohort studies, often reported as categorical variables even when the underlying exposure is continuous.
 
2
One could also rewrite (2) to not condition on the entire covariate history of an individual but only on concurrent exposure. Prior behaviours could then be incorporated by making them explicit levels of the categorical covariates. We adopt this methodology in Sect. 6.
 
3
The relative risk estimates of the GBD study [28] vary with age but not over time. Age-related changes are consistent with current epidemiological research which indicates that the relative effect of (most) risk exposures dissipate over the course of a life span. Time invariance is, however, only justifiable over short- to medium horizons as it renders the model unable to capture temporal changes in the effect of exposure.
 
4
We note that \(A_k\) is not a stochastic variable thus altering slightly the meaning of the \(\perp \hspace{-5.27771pt}\perp \)-symbol. Here, \(\perp \hspace{-5.27771pt}\perp \) expresses that the distribution of \((C(t), \pi (t), {\mathcal {M}}_{-k}(t))\) is the same regardless of the value of \(A_k\), cf. [6].
 
5
\(\text {Body Mass Index}:=\frac{\text {weight in kilograms}}{(\text {height in meters})^2}\). A BMI below 18.5 is considered underweight and a BMI in the range 25–29.99 is considered overweight. A BMI of 30 or above is classified as obese, subdivided into three categories: 30–34.99 is Class I, 35–39.99 is Class II, and 40 or greater is Class III.
 
6
For practical applications some smoothing is warranted. The type of smoothness violations seen here prompted the Bayesian modelling approach developed by [12], applied by e.g. [23] and [11], that down-weighs risk factor information if contradicted by observed empirical patterns. These papers also use smoothed prevalence estimates, whereas we simply apply the raw data.
 
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Metadaten
Titel
Forecasting, interventions and selection: the benefits of a causal mortality model
verfasst von
Snorre Jallbjørn
Søren F. Jarner
Niels R. Hansen
Publikationsdatum
20.12.2023
Verlag
Springer Berlin Heidelberg
Erschienen in
European Actuarial Journal
Print ISSN: 2190-9733
Elektronische ISSN: 2190-9741
DOI
https://doi.org/10.1007/s13385-023-00372-2