Quantile-based interpretable neural network models: mortality forecasting and actuarial simulations
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Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
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- A gravity model of mortality rates for two related populations
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- Age-specific copula-AR-GARCH mortality models
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- Boosting Poisson regression models with telematics car driving data
- Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
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- Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks
- Collective reserving using individual claims data
- Composite quantile regression and the oracle model selection theory
- Deep learning
- Deep quantile and deep composite triplet regression
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- Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps
- Extending the Lee-Carter model with variational autoencoder: A fusion of neural network and Bayesian approach
- Feature extraction from telematics car driving heatmaps
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- Regression Quantiles
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- The Lee-Carter quantile mortality model
- Time-series forecasting of mortality rates using deep learning
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