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

Mortality Modeling: Machine Learning and Mortality Shocks.

Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Fraunhofer Verlag
Dostupnost: 50 % šance
Prohledáme celý svět
1 949
This thesis offers a thorough review of stochastic mortality models, including various calibration a...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2022
Stránek
202
EAN
9783839618318
Enbook ID
41364022
Vydavatel
Hmotnost
297
Rozměry
148 x 210 x 15

Kompletní 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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