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Titel:

A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Euthum, M., Scherer M. and Ungolo F.
Nicht-TUM Koautoren:
ja
Kooperation:
-
Abstract:
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 stochastic approaches comprise the Li and Lee model, the Common Age Effect model of Kleinow, and the model of Plat. All models are applied and compared in a large case study on decades of data of the Italian pop...     »
Intellectual Contribution:
Discipline-based Research
Zeitschriftentitel:
European Actuarial Journal
Journal gelistet in FT50 Ranking:
nein
Jahr:
2024
Volltext / DOI:
doi:10.1007/s13385-024-00377-5
Status:
Verlagsversion / published
Publikationsdatum:
06.03.2024
Urteilsbesprechung:
0
Key publication:
Nein
Peer reviewed:
Ja
commissioned:
not commissioned
Technology:
Nein
Interdisziplinarität:
Nein
Leitbild:
;
Ethics und Sustainability:
Nein
SDG:
;
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