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

Mortality Modeling: Machine Learning and Mortality Shocks.

Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: Fraunhofer Verlag
Dostupnosť: 50 % šanca
Prehľadáme celý svet
80.65
This thesis offers a thorough review of stochastic mortality models, including various calibration a...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2022
Stránok
202
EAN
9783839618318
Enbook ID
41364022
Vydavateľ
Hmotnosť
297
Rozmery
148 x 210 x 15

Kompletný popis

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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