Machine learning techniques for mortality modeling-Reference-Cited by-同舟云学术

Machine learning techniques for mortality modeling

Published:2017-06-06 Issue:2 Volume:7 Page:337-352
ISSN:2190-9733
Container-title:European Actuarial Journal
language:en
Short-container-title:Eur. Actuar. J.

Author:

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

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s13385-017-0152-4/fulltext.html

Reference13 articles.

1. Alai DH, Arnold S, Sherris M (2015) Modelling cause-of-death mortality and the impact of cause-elimination. Ann Actuar Sci 9(1):167–186

2. Breiman L, Friedman J, Olshen RA, Stone CJ (1984) Classification and regression trees. Wadsworth Statistics/Probability Series, Chapman and Hall/CRC, Boca Raton

3. Cairns AJG, Blake D, Dowd K, Coughlan GD, Epstein D, Ong A, Balevich I (2009) A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. N Am Actuar J 13(1):1–35

4. Hirz J, Schmock U, Shevchenko P (2017) Actuarial Applications and Estimation of extended CreditRisk+. Risks 5(2):23

5. Lee RD, Carter LR (1992) Modeling and forecasting U.S. mortality. J Am Stat Assoc 87(419):659–671

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