Neural networks for simultaneous modeling of multi-population mortality with coherent forecasts
Ruihua Cheng, Jin Shi, Ji Meng Loh and Guangyuan Gao
| Year of publication: |
2025
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|---|---|
| Authors: | Cheng, Ruihua ; Shi, Jin ; Loh, Ji Meng ; Gao, Guangyuan |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2025.2025, 9, p. 853-882
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| Subject: | Augmented common factor model | CNN | coherence | forecasting | Lee-Carter model | mortality data | neural networks | transformer | Sterblichkeit | Mortality | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2025.2478439 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015543023