Multi-population mortality forecasting using tensor decomposition

DOI10.1080/03461238.2020.1740314MaRDI QIDQ5140648zbMATH OpenOpenAlexFDO

Authors Yumo Dong, F. Huang, Honglin Yu, Steven Haberman

Publication date 16 December 2020

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://openresearch-repository.anu.edu.au/bitstream/1885/219295/3/01_Dong_Multi-population_mortality_2020.pdf.jpg

zbMATH Keywords

CPDmulti-population mortality forecastingSVDtensor decompositionTucker

Mathematics Subject Classification ID

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

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Cites work

• A Bühlmann credibility approach to modeling mortality rates
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• A common age effect model for the mortality of multiple populations
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• A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
• A step-by-step guide to building two-population stochastic mortality models
• A survey of cross-validation procedures for model selection
• Extending the Lee-Carter model: a three-way decomposition
• Generalized Linear Array Models with Applications to Multidimensional Smoothing
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• Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities
• Multi-population mortality models: fitting, forecasting and comparisons
• On over-fitting in model selection and subsequent selection bias in performance evaluation
• Principal component analysis for second-order stationary vector time series
• Tensor Decompositions and Applications

Cited in

(13)

• Extending the Lee-Carter model: a three-way decomposition
• Forecasting mortality rate by multivariate singular spectrum analysis
• Neighbouring prediction for mortality
• Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
• A multi-way analysis of similarity patterns in longevity improvements
• Locally-coherent multi-population mortality modelling via neural networks
• Cause-of-death mortality forecasting using adaptive penalized tensor decompositions
• Shortcuts for the construction of sub-annual life tables
• A tensor-based approach to cause-of-death mortality modeling
• Clustering of mortality paths with the Hellinger distance and visualization through the DISTATIS technique
• Estimation of the combined effects of ageing and seasonality on mortality risk: an application to Spain
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)

Describes a project that uses

Uses Software

• TensorToolbox
• Human Mortality

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