A Deep Learning Integrated Cairns-Blake-Dowd (CBD) Sytematic Mortality Risk Model

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...

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Bibliographic Details
Main Authors: Joab Odhiambo, Patrick Weke, Philip Ngare
Format: Article
Language:English
Published: MDPI AG 2021-06-01
Series:Journal of Risk and Financial Management
Subjects:
systematic mortality risk
deep learning
long short-term memory
CBD
recurrent neural networks
Online Access:https://www.mdpi.com/1911-8074/14/6/259

Internet

https://www.mdpi.com/1911-8074/14/6/259

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