Wavelet-based feature extraction for mortality projection

DOI10.1017/ASB.2020.18zbMATH Open1454.91190OpenAlexW3037952959MaRDI QIDQ5140076FDOQ5140076

Authors: Donatien Hainaut, Michel Denuit 

Publication date: 13 December 2020

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

Full work available at URL: https://doi.org/10.1017/asb.2020.18

Recommendations

• Mortality Projection Based on the Wang Transform
• Smoothing and forecasting mortality rates
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• Modeling and forecasting mortality rates
• Bayesian Poisson log-bilinear mortality projections

zbMATH Keywords

LassoregularizationPoisson regressiondiscrete wavelet transformmortality smoothing

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
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• Title not available (Why is that?)
• Adapting to Unknown Smoothness via Wavelet Shrinkage
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• The $\chi^2$ Test of Goodness of Fit
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• Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
• A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
• Wavelets and filter banks
• 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
• Title not available (Why is that?)
• Lee-Carter mortality forecasting with age-specific enhancement.
• Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death
• Effective Statistical Learning Methods for Actuaries I
• Title not available (Why is that?)
• Risk classification in life and health insurance: extension to continuous covariates
• Using Wavelet Techniques to Approximate the Subjacent Risk of Death

Cited In (4)

• Time-series forecasting of mortality rates using deep learning
• Mortality Projection Based on the Wang Transform
• A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS
• CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS

Uses Software

• ElemStatLearn

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