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EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH
15 references·3 citing·26 second hopsampled
EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH (2022)EXTENDING THE LEE–CARTER MODEL WITH VARIA…POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS (2021)POINT AND INTERVAL FORECASTS …NEIGHBOURING PREDICTION FOR MORTALITY (2021)NEIGHBOURING PREDICTION FOR M…Time-Series Forecasting of Mortality Rates using Deep Learning (2020)Time-Series Forecasting of Mo…A neural network extension of the Lee–Carter model to multiple populations (2019)A neural network extension of…A Deep Learning Integrated Lee–Carter Model (2019)A Deep Learning Integrated Le…A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST (2018)A NEURAL-NETWORK ANALYZER FOR…A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting (2017)A unified approach to mortali…Bayesian Stochastic Mortality Modelling for Two Populations (2011)Bayesian Stochastic Mortality…A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (2009)A Bayesian approach to pricin…A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A cohort-based extension to t…A Bayesian forecasting model: predicting U.S. male mortality (2006)A Bayesian forecasting model:…Bayesian Poisson log-bilinear mortality projections (2005)Bayesian Poisson log-bilinear…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…A brief review of deep learning methods in mortality forecasting (2025)A brief review of deep learni…Machine learning in long-term mortality forecasting (2024)Machine learning in long-term…Accurate and explainable mortality forecasting with the LocalGLMnet (2024)Accurate and explainable mort…Reviews: Borgatta, Edgar D., ed., Sociological Methodology, 1969. San Francisco, Jossey-Bass, Inc., 1969. 302 + xvi pp. $12.50. (1972)In Search of Methuselah: Estimating the Upper Limits to Human Longevity (1990)Applied Mathematical Demography (2005)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)A universal pattern of mortality decline in the G7 countries (2000)Mortality Modelling and Forecasting: a Review of Methods (2008)Broken Limits to Life Expectancy (2002)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)A Gravity Model of Mortality Rates for Two Related Populations (2011)Longevity Hedging 101 (2011)Modelling Adult Mortality in Small Populations: The Saint Model (2011)The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)Lee–Carter mortality forecasting with age-specific enhancement (2003)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Applying Lee-Carter under conditions of variable mortality decline (2002)Bayesian Probabilistic Projections of Life Expectancy for All Countries (2013)Automatic time series forecasting: the forecast package for R (2017)Thirty years on: A review of the Lee–Carter method for forecasting mortality (2022)forecast: Forecasting Functions for Time Series and Linear Models (2009)Neural Network Embedding of the Over-Dispersed Poisson Reserving Model (2018)Application of Machine Learning to Mortality Modeling and Forecasting (2019)Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks (2021)On Stochastic Mortality Modeling (2009)Mortality density forecasts: An analysis of six stochastic mortality models (2011)Forecasting: theory and practice (2022)
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References

  • 1992Modeling and Forecasting U. S. Mortality2,347 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables740 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors735 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States691 cited
  • 2011Bayesian Stochastic Mortality Modelling for Two Populations230 cited
  • 2005Bayesian Poisson log-bilinear mortality projections162 cited
  • 2006A Bayesian forecasting model: predicting U.S. male mortality141 cited
  • 2019A neural network extension of the Lee–Carter model to multiple populations131 cited
  • 2018A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST110 cited
  • 2019A Deep Learning Integrated Lee–Carter Model102 cited
  • 2020Time-Series Forecasting of Mortality Rates using Deep Learning96 cited
  • 2009A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions72 cited
  • 2017A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting40 cited
  • 2021POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS36 cited

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2021
NEIGHBOURING PREDICTION FOR MORTALITY
32 cited

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  • 2024Accurate and explainable mortality forecasting with the LocalGLMnet10 cited
  • 2024Machine learning in long-term mortality forecasting8 cited
  • 2025A brief review of deep learning methods in mortality forecasting7 cited