Euthum, Maximilian; Scherer, Matthias; Ungolo, Francesco - In: European Actuarial Journal 14 (2024) 2, pp. 495-524
A Neural Network (NN) approach for the modelling of mortality rates in a multi-population framework is compared to three classical mortality models. The NN setup contains two instances of Recurrent NNs, including Long Short-Term Memory (LSTM) and Gated Recurrent Units (GRU) networks. The...
