Faculty of Actuarial Science and Insurance Seminar with Torsten Kleinow

Abstract:    
Using fine-grained, publicly available data, this article studies the short-term association between environmental factors, i.e. weather and air pollution characteristics, and weekly mortality rates in small European regions. Hereto, we develop a mortality modelling framework where a baseline model captures a region-specific, seasonal trend observed within the historical weekly mortality rates. Using a machine learning algorithm, we then explain deviations from this baseline using features constructed from environmental data that capture anomalies and extreme events. We illustrate our proposed modelling framework through a case study on more than 550 NUTS 3 regions (Nomenclature of Territorial Units for Statistics, level 3) in 20 European countries. We show that temperature-related features are most influential in explaining mortality deviations from the baseline over short time periods. Furthermore, we find that environmental features prove particularly beneficial in southern regions for explaining elevated levels of mortality, and we observe evidence of a harvesting effect related to heat waves.


Biography:
Torsten Kleinow is Professor for Longevity Risk at the University of Amsterdam. His primary research interests include mortality modelling and the analysis of socio-economic disparities in life expectancy. He has published in international peer-reviewed journals and contributed to several international research projects on mortality and longevity
 

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