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Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V.

Machine learning techniques for mortality modeling. (English) Zbl 1405.91254

Eur. Actuar. J. 7, No. 2, 337-352 (2017).
Summary: Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In addition, we present how these techniques can be used for differentiating the different causes of death in mortality modeling.

Cited in 6 Documents

MSC:

91B30 Risk theory, insurance (MSC2010)
68T05 Learning and adaptive systems in artificial intelligence
62M20 Inference from stochastic processes and prediction

Keywords:

mortality modeling; cause-of-death mortality; machine learning; boosting; regression

Software:

rpart; StMoMo
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\textit{P. Deprez} et al., Eur. Actuar. J. 7, No. 2, 337--352 (2017; Zbl 1405.91254)
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References:

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