A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST

DOI10.1017/asb.2017.45zbMath1390.91186OpenAlexW2782891976MaRDI QIDQ4562940

Donatien Hainaut

Publication date: 6 June 2018

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

Full work available at URL: https://doi.org/10.1017/asb.2017.45

zbMATH Keywords

neural networkmortalityperceptronlongevityLee-Carter

Mathematics Subject Classification ID

Related Items (16)

TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY ⋮ EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH ⋮ A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward ⋮ A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis ⋮ Efficient use of data for LSTM mortality forecasting ⋮ A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts ⋮ Locally-coherent multi-population mortality modelling via neural networks ⋮ The use of autoencoders for training neural networks with mixed categorical and numerical features ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Mortality data correction in the absence of monthly fertility records ⋮ Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ Feature extraction from telematics car driving heatmaps ⋮ A self-organizing predictive map for non-life insurance ⋮ NEIGHBOURING PREDICTION FOR MORTALITY ⋮ CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS

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