A random forest algorithm to improve the Lee–Carter mortality forecasting: impact on q-forward
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DOI: 10.1007/s00500-019-04427-z
Abstract: Increased life expectancy in developed countries has led researchers to pay more attention to mortality projection to anticipate changes in mortality rates. Following the scheme proposed in Deprez et al. (Eur Actuar J 7(2):337–352, 2017)… read more here.
Keywords: carter mortality; mortality forecasting; mortality; random forest ... See more keywords
Bayesian mortality forecasting with overdispersion
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DOI: 10.1016/j.insmatheco.2017.09.023
Abstract: The ability to produce accurate mortality forecasts, accompanied by a set of representative uncertainty bands, is crucial in the planning of public retirement funds and various life-related businesses. In this paper, we focus on one… read more here.
Keywords: bayesian mortality; mortality forecasting; overdispersion; forecasting overdispersion ... See more keywords