Machine learning techniques for mortality modeling

Philippe Deprez*, Pavel V. Shevchenko, Mario V. Wüthrich

*Corresponding author for this work

Research output: Contribution to journalArticle

10 Citations (Scopus)


Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In addition, we present how these techniques can be used for differentiating the different causes of death in mortality modeling.

Original languageEnglish
Pages (from-to)337-352
Number of pages16
JournalEuropean Actuarial Journal
Issue number2
Publication statusPublished - 1 Dec 2017


  • mortality modeling
  • cause-of-death mortality
  • machine learning
  • boosting
  • regression

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