Incorporating statistical clustering methods into mortality models to improve forecasting performances

DOI10.1016/j.insmatheco.2021.03.005zbMath1467.91153OpenAlexW3027175877MaRDI QIDQ2038220

Echo Sihan Cheng, Cary Chi-Liang Tsai

Publication date: 6 July 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://summit.sfu.ca/item/20286

zbMATH Keywords

hierarchical clusteringBayesian model selectionLee-Carter modelK-means clusteringCBD modelGaussian mixture model clustering

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble

Uses Software

• mclust
• R
• NbClust
• clusfind

Cites Work

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• The CBD Mortality Indexes: Modeling and Applications

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