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Mortality Modeling: Machine Learning and Mortality Shocks.

Name: Mortality Modeling: Machine Learning and Mortality Shocks.
Brand: Fraunhofer Verlag
SKU: 41364022
Price: 77.49 EUR
Availability: InStock
Author: Simon Schnürch
ISBN: 9783839618318

Simon Schnürch

Fraunhofer ITWM

Language

English

Book Paperback

Libristo code: 41364022

Publishers Fraunhofer Verlag, November 2021

This thesis offers a thorough review of stochastic mortality models, including various calibration a... Full description

Libristo code: 41364022

190 b

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This thesis offers a thorough review of stochastic mortality models, including various calibration and forecasting procedures. As a new contribution to the literature, machine learning methods are applied, yielding fresh perspectives on mortality data and improved forecasting performance. Benefits of classical models such as interpretability and prediction uncertainty quantification are preserved as much as possible or even enhanced.