TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY

DOI10.1017/ASB.2022.11zbMATH Open1504.91242OpenAlexW4280590933MaRDI QIDQ5045336FDOQ5045336

Authors: Dorethe Skovgaard Bjerre 

Publication date: 4 November 2022

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

Full work available at URL: https://doi.org/10.1017/asb.2022.11

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zbMATH Keywords

mortalityrandom forestsgradient boostingmodel confidence setstochastic mortality models

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Actuarial mathematics (91G05)

Cites Work

• An introduction to statistical learning. With applications in R
• Greedy function approximation: A gradient boosting machine.
• The Model Confidence Set
• Modeling and forecasting U.S. mortality. (With discussion)
• Title not available (Why is that?)
• Random forests
• On stochastic mortality modeling
• Stochastic gradient boosting.
• Modeling and management of mortality risk: a review
• 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
• Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
• Life expectancy and lifespan disparity forecasting: a long short-term memory approach
• Machine learning techniques for mortality modeling
• A neural-network analyzer for mortality forecast
• A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward
• Point and interval forecasts of death rates using neural networks

Cited In (3)

• Modelling socio-economic mortality at neighbourhood level
• Machine learning techniques for mortality modeling
• Regression trees for predicting mortality in patients with cardiovascular disease: what improvement is achieved by using ensemble-based methods?

Uses Software

• randomForest
• ISLR
• MCS
• StMoMo

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