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Title:

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

Document type:
Zeitschriftenaufsatz
Author(s):
Euthum, M., Scherer M. and Ungolo F.
Non-TUM Co-author(s):
ja
Cooperation:
-
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
Journal title:
European Actuarial Journal
Journal listet in FT50 ranking:
nein
Year:
2024
Fulltext / DOI:
doi:10.1007/s13385-024-00377-5
Status:
Verlagsversion / published
Date of publication:
06.03.2024
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
SDG:
;
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