A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts-Reference-Cited by-同舟云学术

A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts

Published:2022-04-13 Issue:1 Volume:27 Page:148-165
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Marino Mario¹^ORCID,Levantesi Susanna²^ORCID,Nigri Andrea³^ORCID

Affiliation:

1. Department of Methods and Models for Economics, Territory and Finance, Sapienza University of Rome, Rome, Italy

2. Department of Statistical Sciences, Sapienza University of Rome, Rome, Italy

3. Department of Social and Political Sciences, Bocconi University, Milan, Italy

Publisher

Informa UK Limited

Subject

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

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2022.2050260

Reference62 articles.

1. Abadi, M., A. Aggarwal, P. Barham, E. Brevdo, Z. Chen, C. Citro, G. S. Corrado, A. Davis, J. Dean, M. Devin, et al. 2015. TensorFlow: Large-Scale Machine Learning on Heterogeneous Systems. https://www.tensorflow.org/

2. Neural Networks and Deep Learning

3. Mortality Modelling and Forecasting: a Review of Methods

4. Bagging predictors

5. Bootstrapping the Poisson log-bilinear model for mortality forecasting

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