The complex-number mortality model (CNMM) based on orthonormal expansion of membership function

Andrzej Szymański, Agnieszka Rossa

The paper deals with a new fuzzy version of the Lee-Carter (LC) mortality model, in which mortality rates as well as parameters of the LC model are treated as triangular fuzzy numbers. As a starting point, the fuzzy Koissi-Shapiro (KS) approach is recalled. Based on this approach, a new fuzzy mortality model - CNMM - is formulated using orthonormal expansions of the inverse exponential membership functions of the model components. The paper includes numerical findings based on a case study with the use of the new mortality model compared to the results obtained with the standard LC model.

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Year of publication:	2021
Authors:	Szymański, Andrzej ; Rossa, Agnieszka
Published in:	Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland. - Warszawa : GUS, ISSN 2450-0291, ZDB-ID 2235641-1. - Vol. 22.2021, 3, p. 31-57
Subject:	exponential membership functions \| Legendre’s polynomials \| mortality modelling \| orthonormal system \| Sterblichkeit \| Mortality \| Theorie \| Theory