Accurate and explainable mortality forecasting with the LocalGLMnet

IF 1.6 3区 经济学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Scandinavian Actuarial Journal Pub Date : 2024-02-05 DOI:10.1080/03461238.2024.2307620
Francesca Perla, Ronald Richman, Salvatore Scognamiglio, Mario V. Wüthrich
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Abstract

Recently, accurate forecasting of mortality rates with deep learning models has been investigated in several papers in the actuarial literature. Most of the models proposed to date are not explaina...
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利用当地全球监测网进行准确和可解释的死亡率预测
最近,精算文献中的几篇论文对利用深度学习模型准确预测死亡率进行了研究。迄今为止提出的大多数模型都无法解释...
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来源期刊
Scandinavian Actuarial Journal
Scandinavian Actuarial Journal MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY
CiteScore
3.30
自引率
11.10%
发文量
38
审稿时长
>12 weeks
期刊介绍: Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters. The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.
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