A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS

DOI10.1017/asb.2021.29zbMath1484.91405OpenAlexW3212579691MaRDI QIDQ5067891

Michael Sherris, Jonathan Ziveyi, Dilan Sridaran, Andrés M. Villegas

Publication date: 4 April 2022

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

Full work available at URL: https://doi.org/10.1017/asb.2021.29

zbMATH Keywords

cross-validationregularisationmortality projectionage-period-cohort model

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (2)

Mortality forecasting using stacked regression ensembles ⋮ StMoMo

Uses Software

• R
• Demography
• ISLR

Cites Work

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