EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH

DOI10.1017/asb.2022.15zbMath1506.91153OpenAlexW4295249457MaRDI QIDQ5045338

Akihiro Miyata, Naoki Matsuyama

Publication date: 4 November 2022

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2022.15

zbMATH Keywords

state-space modelLee-Carter modelvariational Bayesian inferencevariational autoencoder

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

The use of autoencoders for training neural networks with mixed categorical and numerical features

Cites Work

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