Machine learning techniques for mortality modeling

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

*Corresponding author for this work

Research output: Contribution to journalArticle

6 Citations (Scopus)

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 languageEnglish
Pages (from-to)337-352
Number of pages16
JournalEuropean Actuarial Journal
Volume7
Issue number2
DOIs
Publication statusPublished - 1 Dec 2017

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Keywords

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

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