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Time-Series Forecasting of Mortality Rates using Deep Learning
13 references·8 citing·26 second hop
Time-Series Forecasting of Mortality Rates using Deep Learning (2020)Time-Series Forecasting of Mortality Rate…A Deep Learning Integrated Lee–Carter Model (2019)A Deep Learning Integrated Le…Conditional Time Series Forecasting with Convolutional Neural Networks (2017)Conditional Time Series Forec…StMoMo : An R Package for Stochastic Mortality Modeling (2015)StMoMo : An R Package for Sto…Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models (2012)Coherent Mortality Forecastin…A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …Scandinavian Actuarial Journal (2008)Scandinavian Actuarial JournalRobust forecasting of mortality and fertility rates: A functional data approach (2006)Robust forecasting of mortali…A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)A Two‐Factor Model for Stocha…A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A cohort-based extension to t…Coherent mortality forecasts for a group of populations: An extension of the lee-carter method (2005)Coherent mortality forecasts …Lee–Carter mortality forecasting with age-specific enhancement (2003)Lee–Carter mortality forecast…A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…Time-series forecasting of mortality rates using transformer (2023)Time-series forecasting of mo…Intergenerational actuarial fairness when longevity increases: Amending the retirement age (2023)Intergenerational actuarial f…Efficient use of data for LSTM mortality forecasting (2022)Efficient use of data for LST…CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS (2022)CALIBRATING THE LEE-CARTER AN…A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts (2022)A Neural Approach to Improve …POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS (2021)POINT AND INTERVAL FORECASTS …NEIGHBOURING PREDICTION FOR MORTALITY (2021)NEIGHBOURING PREDICTION FOR M…Mind the Gap - Safely Incorporating Deep Learning Models into the Actuarial Toolkit (2021)Mind the Gap - Safely Incorpo…Broken Limits to Life Expectancy (2002)Demographic forecasting: 1980 to 2005 in review (2006)The Outlook for Population Growth (2011)A universal pattern of mortality decline in the G7 countries (2000)The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)On Stochastic Mortality Modeling (2009)Time Series Analysis: Forecasting and Control (1977)A state space framework for automatic forecasting using exponential smoothing methods (2002)Time Series Analysis: Forecasting and Control. (1978)Automatic Time Series Forecasting: The forecast Package for R (2008)Impact of different mortality forecasting methods and explicit assumptions on projected future life expectancy: The case of the Netherlands (2013)Grouped Functional Time Series Forecasting: An Application to Age-Specific Mortality Rates (2016)Coherent forecasts of mortality with compositional data analysis (2017)Forecasting the behavior of multivariate time series using neural networks (1992)Empirical properties of asset returns: stylized facts and statistical issues (2001)Time series forecasting using a hybrid ARIMA and neural network model (2003)A Multi-Horizon Quantile Recurrent Forecaster (2017)Machine Learning for Financial Risk Management: A Survey (2020)Deep Learning for Time Series Forecasting: Tutorial and Literature Survey (2022)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)Mortality Modelling and Forecasting: a Review of Methods (2008)Mortality density forecasts: An analysis of six stochastic mortality models (2011)Modelling and management of mortality risk: a review (2008)Bayesian Stochastic Mortality Modelling for Two Populations (2011)
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References

  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration891 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
  • 2006Robust forecasting of mortality and fertility rates: A functional data approach675 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
  • 2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method623 cited
  • 2003Lee–Carter mortality forecasting with age-specific enhancement397 cited
  • 2017Conditional Time Series Forecasting with Convolutional Neural Networks383 cited
  • 2012Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models278 cited
  • 2008Scandinavian Actuarial Journal261 cited
  • 2015StMoMo : An R Package for Stochastic Mortality Modeling213 cited
  • 2019A Deep Learning Integrated Lee–Carter Model102 cited

Cited by

  • 2022CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS37 cited

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  • 2021POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS36 cited
  • 2022A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts33 cited
  • 2023Intergenerational actuarial fairness when longevity increases: Amending the retirement age32 cited
  • 2021NEIGHBOURING PREDICTION FOR MORTALITY32 cited
  • 2022Efficient use of data for LSTM mortality forecasting31 cited
  • 2021Mind the Gap - Safely Incorporating Deep Learning Models into the Actuarial Toolkit23 cited
  • 2023Time-series forecasting of mortality rates using transformer17 cited