The increase in health research in sub-Saharan Africa (SSA) has led to a high demand for biostatisticians to develop study designs, contribute and apply statistical methods in data analyses. Initiatives exist to address the dearth in statistical capacity and lack of local biostatisticians in SSA health projects. The Sub-Saharan African Consortium for Advanced Biostatistics (SSACAB) led by African institutions was initiated to improve biostatistical capacity according to the needs identified by African institutions, through collaborative masters and doctoral training in biostatistics. SACCAB has created a critical mass of biostatisticians and a network of institutions over the last five years and has strengthened biostatistics resources and capacity for health research studies in SSA. SSACAB comprises 11 universities and four research institutions which are supported by four European universities. In 2015, only four universities had established Masters programmes in biostatistics and SSACAB supported the remaining seven to develop Masters programmes. In 2019 the University of the Witwatersrand became the first African institution to gain Royal Statistical Society accreditation for a Biostatistics Masters programme. A total of 150 fellows have been awarded scholarships to date of which 123 are Masters fellowships (41 female) of whom 58 have already graduated. Graduates have been employed in African academic (19) and research (15) institutions and 10 have enrolled for PhD studies. A total of 27 (10 female) PhD fellowships have been awarded; 4 of them are due to graduate by 2020. To date, SSACAB Masters and PhD students have published 17 and 31 peer-reviewed articles, respectively. SSACAB has also facilitated well-attended conferences, face-to-face and online short courses. Pooling of limited biostatistics resources in SSA combined with co-funding from external partners has shown to be an effective strategy for the development and teaching of advanced biostatistics methods, supervision and mentoring of PhD candidates.
Many actuarial science researchers on stochastic modeling and forecasting of systematic mortality risk use Cairns-Blake-Dowd (CBD) Model (2006) due to its ability to consider the cohort effects. A three-factor stochastic mortality model has three parameters that describe the mortality trends over time when dealing with future behaviors. This study aims to predict the trends of the model, by applying the Recurrent Neural Networks within a Short-Term Long Memory (an artificial LSTM architecture) compared to traditional statistical ARIMA (p,d,q) models. The novel deep learning (machine learning) technique helps integrate the CBD model to enhance its accuracy and predictive capacity for future systematic mortality risk in countries with limited data availability, such as Kenya. The results show that Long Short-Term Memory network architecture had higher levels of precision when predicting the future systematic mortality risks than traditional methods. Ultimately, the results can be implemented by Kenyan insurance firms when modeling and forecasting systematic mortality risk helpful in the pricing of Annuities and Assurances.
The classical mortality models such as the Cairns-Blake-Dowd (CBD), Lee-Carter (LC), Linear Regression (LR) models are used to model Systematic Mortality Risk (SMR) for many developed countries populations for actuarial product valuations. This research study aims at incorporating the Bühlmann credibility approach (BCA) to improve the SMR models to fit sub-Saharan African populations like Kenya. Since the Kenyan population does not exhibit the Gaussian properties used in modeling the classical error terms, we proposed using Normal Inverse Gaussian distribution to model these error terms instead of a Gaussian distribution. We model the error terms of the classical models (LC, CBD, and LR) as a Normal Inverse Gaussian (NIG) distribution through the Bühlmann credibility approach. This novel approach demonstrates an improved precision of the predicted SMR as shown by the values of MAPE and RMSE measures compared to those under classical mortality risk models. Ultimately, we have done actuarial valuations of annuities and assurances using our determined SMR, thus concluding that this BCA approach improves the accuracy of actuarial products sold in the Kenyan market.
5 October 2022 in Mathematical Problems in Engineering
This study considered the modeling of systematic mortality risk for populations with finite data using the Poisson incorporated Credibility regression model. For novelty, we have included the credibility regression approach to modelling mortality by assuming the number of annual deaths follow a Poisson distribution. Our model shows improvement in precision levels when estimating mortality risk compared to classical models used in European countries. We have illustrated that our model works optimally when using Kenyan mortality data, comparing male and female lives under the different strategies, thus making better predictions than the classical LeeCarter (LC) and CairnsBlakeDowd (CBD) models. The mean absolute forecast error (MAFE), mean absolute percentage forecast error (MAPFE), root mean square error (RMSE), and root mean square forecast error (RMSFE) under the incorporated credibility regression model are much lower than the values obtained without incorporation of the Buhlmann credibility approach. The findings of this research will help insurance companies, pension firms, and government agencies in sub-Saharan countries model and forecast systematic mortality risks accurately. Finally, the results are essential in actuarial modelling and pricing, thus making life assurance products affordable for most people in low-income African countries.
5 July 2024 in Applied and Computational Mathematics
The application of Hidden Markov Models (HMMs) in the study of genetic and neurological disorders has shown significant potential in advancing our understanding and treatment of these conditions. This review assesses 77 papers selected from a pool of 1,105 records to evaluate the use of HMMs in disease research. After the exclusion of duplicate and irrelevant records, the papers were analyzed for their focus on HMM applications and regional representation. A notable deficiency was identified in research across regions such as Africa, South America, and Oceania, emphasizing the need for more diverse and inclusive studies in these areas. Additionally, many studies did not adequately address the role of genetic mutations in the onset and progression of these diseases, revealing a critical research gap that warrants further investigation. Future research efforts should prioritize the examination of mutations to deepen our understanding of how these changes impact the development and progression of genetic and neurological disorders. By addressing these gaps, the scientific community can facilitate the development of more effective and personalized treatments, ultimately enhancing health outcomes on a global scale. Overall, this review highlights the importance of HMMs in this area of research and underscores the necessity of broadening the scope of future studies to include a wider variety of geographical regions and a more comprehensive investigation of genetic mutations.