Cause-of-death mortality forecasting using adaptive penalized tensor decompositions

DOI10.1016/j.insmatheco.2023.05.003zbMath1520.91361MaRDI QIDQ6171955

Fei Huang, Steven Haberman, Francis K. C. Hui, Xuanming Zhang

Publication date: 18 July 2023

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

zbMATH Keywords

model selectiontensor decompositionadaptive weightscauses of deathgeneralized Lasso penalty

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Cites Work

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