Introduction to Logic and Theoretical Computer Science
Title: Introduction to Logic and Theoretical Computer Science
Speaker: Frederic Jaffrennou
A Deep Learning Integrated Cairns-Blake-Dowd (CBD) Sytematic Mortality Risk Model
Abstract
Many actuarial science researchers on stochastic modeling and forecasting of systematic mortality risk use Cairns-Blake-Dowd (CBD) Model (2006) due to its ability to consider the cohort effects. A three-factor stochastic mortality model has three parameters that describe the mortality trends over time when dealing with future behaviors. This study aims to predict the trends of the model, k(2)t by applying the Recurrent Neural Networks within a Short-Term Long Memory (an artificial LSTM architecture) compared to traditional statistical ARIMA (p,d,q) models.
Bühlmann credibility approach to systematic mortality risk modeling for sub-Saharan Africa populations (Kenya)
ABSTRACT
The classical mortality models such as the Cairns-Blake-Dowd (CBD), Lee-Carter (LC), Linear Regression (LR) models are used to model Systematic Mortality Risk (SMR) for many developed countries populations for actuarial product valuations. This research study aims at incorporating the Bühlmann credibility approach (BCA) to improve the SMR models to fit sub-Saharan African populations like Kenya.