Abstract
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 language | English |
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Pages (from-to) | 337-352 |
Number of pages | 16 |
Journal | European Actuarial Journal |
Volume | 7 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Dec 2017 |
Keywords
- mortality modeling
- cause-of-death mortality
- machine learning
- boosting
- regression