Using fine-grained, publicly available data, this paper studies the short-term association between environmental factors, i.e., variables capturing weather and air pollution characteristics, and weekly mortality rates in small geographical regions in Europe. Hereto, we develop a mortality modelling framework where a baseline captures a region-specific, seasonal historical trend observed within the weekly mortality rates. Using a machine learning algorithm, we then explain deviations from this baseline using anomalies and extreme indices constructed from the environmental data. 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) located in 20 European countries. Through interpretation tools, we unravel insights into which environmental features are most important when estimating excess or deficit mortality with respect to the baseline and explore how these features interact. Moreover, we investigate harvesting effects of the environmental features through our constructed weekly mortality modelling framework. Our findings show that temperature-related features exert the most significant influence in explaining deviations in mortality from the baseline. Furthermore, we find that environmental features prove particularly relevant in southern regions for explaining elevated levels of mortality over short time periods.

Jens Robben | Speaker

Jens Robben is a fourth-year PhD researcher in the Insurance department at the Faculty of Economics and Business, KU Leuven, Belgium, under the supervision of Katrien Antonio. Starting September 1, he will join the Research Centre for Longevity Risk at the University of Amsterdam as a postdoctoral researcher. His current research focuses on diverse aspects of mortality modeling, particularly multi-population mortality projection models in the presence of mortality shocks and the associations between environmental variables and mortality outcomes. Additionally, he has a keen interest in applying data science techniques within the life and non-life insurance domain.

Pedro Pacheco | Vice Chair IAALS Section
Mexican Actuary currently Vice Chair of the Life Section , member of the Strategic Planning Committee and Vice Chair of the Health Section Former President of CONAC ( México ´s FMA to IAA ) President of PREVEM Insurance, with 34 years of experience in the Insurance market on Life and Health . Has been Life and Health Director in MAPFRE Tepeyac 1986-1997 , CEO of Zurich Life México from 1997-2004 , CEO of AIG Life México from 2004.2009 and currently since 2010 CEO and cofounder of Prevem Seguros (A&H Company).