Neighbouring prediction for mortality

DOI10.1017/ASB.2021.13MaRDI QIDQ5019035zbMATH OpenOpenAlexFDO

Authors Chou-Wen Wang, Jinggong Zhang, Wenjun Zhu

Publication date 27 December 2021

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/10356/155461

zbMATH Keywords

artificial intelligenceconvolutional neural networksdeep learninglongevity riskmortality forecastingneighbourhood effect

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Actuarial mathematics (91G05)

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Cites work

• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• A gravity model of mortality rates for two related populations
• A neural-network analyzer for mortality forecast
• A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
• Longevity Risk and Capital Markets: The 2017–2018 Update
• Modeling and forecasting U.S. mortality. (With discussion)
• Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach
• Modelling adult mortuality in small populations the saint model
• Mortality models and longevity risk for small populations
• Multi-population mortality forecasting using tensor decomposition
• Multi-population mortality models: a factor copula approach
• Time-series forecasting of mortality rates using deep learning

Cited in

(19)

• A DSA algorithm for mortality forecasting
• A neural-network analyzer for mortality forecast
• Time-series forecasting of mortality rates using deep learning
• Extending the Lee-Carter model with variational autoencoder: A fusion of neural network and Bayesian approach
• Point and interval forecasts of death rates using neural networks
• Modeling the relationship between perceived neighbourhood characteristics and adult hospitalization frequencies
• Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
• Time-series forecasting of mortality rates using transformer
• Locally-coherent multi-population mortality modelling via neural networks
• Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble
• Transformer self-attention network for forecasting mortality rates
• A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population
• Accurate and explainable mortality forecasting with the LocalGLMnet
• Blended insurance scheme: a synergistic conventional-index insurance mixture
• What KAN mortality say: smooth and interpretable mortality modeling using Kolmogorov-Arnold networks
• Neural networks for simultaneous modeling of multi-population mortality with coherent forecasts
• Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment
• Mortality forecasting via multi-task neural networks
• Quantile-based interpretable neural network models: mortality forecasting and actuarial simulations

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