Extending the Lee-Carter model with variational autoencoder: A fusion of neural network and Bayesian approach
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Publication:5045338
DOI10.1017/ASB.2022.15zbMATH Open1506.91153OpenAlexW4295249457MaRDI QIDQ5045338FDOQ5045338
Authors: Akihiro Miyata, Naoki Matsuyama 
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.2022.15
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Cites Work
- Modeling and forecasting U.S. mortality. (With discussion)
- A Bayesian forecasting model: predicting U.S. male mortality
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A gravity model of mortality rates for two related populations
- Bayesian Poisson log-bilinear mortality projections
- Approximation by superpositions of a sigmoidal function
- 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
- A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
- A neural-network analyzer for mortality forecast
- Time-series forecasting of mortality rates using deep learning
- Neighbouring prediction for mortality
- Point and interval forecasts of death rates using neural networks
Cited In (4)
- Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
- The use of autoencoders for training neural networks with mixed categorical and numerical features
- Accurate and explainable mortality forecasting with the LocalGLMnet
- Parameter estimation and forecasts for an integrated Lee-Carter model
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