A Deep Learning Integrated Cairns-Blake-Dowd (CBD) Sytematic Mortality Risk Model
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 ti...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-06-01
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Series: | Journal of Risk and Financial Management |
Subjects: | |
Online Access: | https://www.mdpi.com/1911-8074/14/6/259 |