Efficient use of data for LSTM mortality forecasting

DOI10.1007/s13385-022-00307-3zbMath1505.91334OpenAlexW4225787782MaRDI QIDQ2677941

Mathias Lindholm, L. Palmborg

Publication date: 9 January 2023

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

Full work available at URL: https://doi.org/10.1007/s13385-022-00307-3

zbMATH Keywords

boostingLee-Carter modelmortality forecastingensemble modelssequential neural networks

Mathematics Subject Classification ID

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

Related Items

Time-series forecasting of mortality rates using transformer, Locally-coherent multi-population mortality modelling via neural networks

Uses Software

• Human Mortality
• Keras
• StMoMo
• GitHub

Cites Work

• Unnamed Item
• Unnamed Item
• Bagging predictors
• Modeling and Forecasting U.S. Mortality
• A note on the validity of cross-validation for evaluating autoregressive time series prediction
• On particle methods for parameter estimation in state-space models
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Machine learning techniques for mortality modeling
• Ensemble approaches for regression
• A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST
• Time-series forecasting of mortality rates using deep learning
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Extending Lee–Carter Mortality Forecasting