Книга Mortality Modeling: Machine Learning and Mortality Shocks. Simon Schnürch

Mortality Modeling: Machine Learning and Mortality Shocks.

Език: Английски език
Корици: С меки корици
Издател: Fraunhofer Verlag
Наличност: 50% вероятност
Ще претърсим света
84.62 165.51 лв
This thesis offers a thorough review of stochastic mortality models, including various calibration a...

Информация за книгата

Език
Английски език
Корици
Книга - С меки корици
Издадена
2022
страници
202
EAN
9783839618318
Enbook ID
41364022
Издател
Теглоt
297
Размери
148 x 210 x 15

Пълно описание

This thesis offers a thorough review of stochastic mortality models, including various calibration and forecasting procedures. As a new contribution to the literature, machine learning methods are applied, yielding fresh perspectives on mortality data and improved forecasting performance. Benefits of classical models such as interpretability and prediction uncertainty quantification are preserved as much as possible or even enhanced.

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