WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION

DOI10.1017/asb.2020.18zbMath1454.91190OpenAlexW3037952959MaRDI QIDQ5140076

Donatien Hainaut, Michel M. Denuit

Publication date: 13 December 2020

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2020.18

zbMATH Keywords

regularizationdiscrete wavelet transformPoisson regressionLassomortality smoothing

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (3)

A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS ⋮ Time-series forecasting of mortality rates using deep learning ⋮ CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS

Uses Software

• ElemStatLearn

Cites Work

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