Open AccessMedicineComputer ScienceMathematics

Machine Learning Techniques for Mortality Modeling

Philippe Deprez, Pavel V. Shevchenko, Mario V. Wüthrich

2017.2.20European Actuarial Journal

DOI: 10.1007/s13385-017-0152-4

tlooto Summary

This paper illustrates how machine learning techniques allow us to analyze the quality of stochastic models and how these techniques can be used for differentiating the different causes of death in mortality modeling.

Abstract

Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In addition, we present how these techniques can be used for differentiating the different causes of death in mortality modeling.

Citation format

DEPREZ, Philippe; SHEVCHENKO, Pavel V.; WÜTHRICH, Mario V. Machine learning techniques for mortality modeling [preprint]. arXiv, 2017. arXiv:1705.03396.