Time-series forecasting of mortality rates using transformer

DOI10.1080/03461238.2023.2218859MaRDI QIDQ6121114zbMATH OpenFDO

Authors Jun Wang, Lu Xiao, Chaojie Wang

Publication date 26 February 2024

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

Full work available at URL https://doi.org/10.1080/03461238.2023.2218859

zbMATH Keywords

deep learningmortality ratestime series forecastingtransformer

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Recommendations

• Time-series forecasting of mortality rates using deep learning
• Transformer self-attention network for forecasting mortality rates
• Point and interval forecasts of death rates using neural networks
• A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts
• Cause-of-death mortality forecasting using adaptive penalized tensor decompositions

Cites work

• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
• Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
• Coherent forecasting of mortality rates: a sparse vector-autoregression approach
• Efficient use of data for LSTM mortality forecasting
• scientific article; zbMATH DE number 5522381 (Why is no real title available?)
• Image processing with neural networks -- a review
• Incorporating structural changes in mortality improvements for mortality forecasting
• Locally-coherent multi-population mortality modelling via neural networks
• Modeling and forecasting U.S. mortality. (With discussion)
• Neighbouring prediction for mortality
• Point and interval forecasts of death rates using neural networks
• Recurrent neural networks for time series classification
• Time-series forecasting of mortality rates using deep learning

Cited in

(5)

• Transformer self-attention network for forecasting mortality rates
• Enhancing actuarial non-life pricing models via transformers
• What KAN mortality say: smooth and interpretable mortality modeling using Kolmogorov-Arnold networks
• Neural networks for simultaneous modeling of multi-population mortality with coherent forecasts
• Transformers-based least square Monte Carlo for solvency calculation in life insurance

This page was built for publication: Time-series forecasting of mortality rates using transformer

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6121114)