Extending the Lee-Carter model with variational autoencoder : a fusion of neural network and bayesian approach
Year of publication: |
2022
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Authors: | Miyata, Akihiro ; Matsuyama, Naoki |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 52.2022, 3, p. 789-812
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Subject: | Lee-Carter model | state-space model | variational autoencoder | variational Bayesian inference | Bayes-Statistik | Bayesian inference | Neuronale Netze | Neural networks | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
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