Mortality Modeling: Machine Learning and Mortality Shocks

Autor:	Schnürch, Simon
Jazyk:	angličtina
Rok vydání:	2022
Předmět:	Mortality modeling Mortality shocks Machine learning Lee-Carter model DDC::500 Naturwissenschaften und Mathematik::510 Mathematik::519 Wahrscheinlichkeiten angewandte Mathematik Neural networks
DOI:	10.24406/publica-192
Popis:	This thesis offers a thorough review of stochastic mortality models, including various calibration and forecasting procedures. As a new contribution to the literature, machine learning methods are applied, yielding fresh perspectives on mortality data and improved forecasting performance. Benefits of classical models such as interpretability and prediction uncertainty quantification are preserved as much as possible or even enhanced.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::554daebbe090c4201ce9e121c559a06b Zobrazit plný text záznamu