The insurance regulatory regime introduced in the European Union by the "Solvency II" Directive 2009/138, that has become applicable on January 1, 2016, is aimed to safeguard policyholders and beneficiaries by requiring insurance undertakings to hold own funds able to cover losses, in excess to...

In the field of mortality, the Lee–Carter based approach can be considered the milestone to forecast mortality rates among stochastic models. We could define a “Lee–Carter model family” that embraces all developments of this model, including its first formulation (1992) that remains the...

This paper introduces a neural network approach for fitting the Lee-Carter and the Poisson Lee-Carter model on multiple populations. We develop some neural networks that replicate the structure of the individual LC models and allow their joint fitting by analysing the mortality data of all the...

Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine learning literature. This paper aims to construct robust support vector machine classifiers under feature data...