Machine learning techniques for mortality modeling

DOI10.1007/S13385-017-0152-4zbMATH Open1405.91254arXiv1705.03396OpenAlexW2593566717MaRDI QIDQ1689019FDOQ1689019

Authors: Philippe Deprez, Pavel V. Shevchenko, Mario V. Wüthrich 

Publication date: 12 January 2018

Published in: European Actuarial Journal (Search for Journal in Brave)

Abstract: Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In addition, we present how these techniques can be used for differentiating the different causes of death in mortality modeling.

Full work available at URL: https://arxiv.org/abs/1705.03396

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zbMATH Keywords

boostingmachine learningregressionmortality modelingcause-of-death mortality

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20)

Cites Work

• Modeling and forecasting U.S. mortality. (With discussion)
• Title not available (Why is that?)
• A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• ON THE SMALLNESS OF SINKING REGIONS IN THE OCEAN

Cited In (12)

• Expressive mortality models through Gaussian process kernels
• Experience rating in the classic Markov chain life insurance setting
• Improving the forecast of longevity by combining models
• Predictive analytics of insurance claims using multivariate decision trees
• Grouping of contracts in insurance using neural networks
• Longevity risk and capital markets: the 2019--20 update
• Mortality data correction in the absence of monthly fertility records
• A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward
• TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY
• Efficient use of data for LSTM mortality forecasting
• Automatic learning of mortality in a CPN model of the systemic inflammatory response syndrome
• A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts

Uses Software

• rpart
• StMoMo

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