Hybrid-Lift LSTM framework with actuarial anchoring outperforms Li-Lee by 17.4% in Sweden and 12.6% in West Germany on 2012-2020 out-of-sample longevity data while matching performance in linear regimes.
A two-factor model for stochastic mor- tality with applications to longevity risk management.North American Actuarial Journal, 10(4):11–35
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Neural-Actuarial Longevity Forecasting: Anchoring LSTMs for Explainable Risk Management
Hybrid-Lift LSTM framework with actuarial anchoring outperforms Li-Lee by 17.4% in Sweden and 12.6% in West Germany on 2012-2020 out-of-sample longevity data while matching performance in linear regimes.