Forecasting mortality rates with functional signatures

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<dc:creator>Jing Yap, Zhong</dc:creator>
<dc:creator>Pathmanathan, Dharini</dc:creator>
<dc:creator>Dabo-Niang, Sophie</dc:creator>
<dc:creator>International Actuarial Association</dc:creator>
<dc:date>2025-01-29</dc:date>
<dc:description xml:lang="es">Sumario: This study introduces an innovative methodology for mortality forecasting, which integrates signature-based methods within the functional data framework of the HyndmanUllah (HU) model. This new approach, termed the HyndmanUllah with truncated signatures (HUts) model, aims to enhance the accuracy and robustness of mortality predictions. By utilizing signature regression, the HUts model is able to capture complex, nonlinear dependencies in mortality data which enhances forecasting accuracy across various demographic conditions</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/189387.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Modelos matemáticos</dc:subject>
<dc:subject xml:lang="es">Estadística matemática</dc:subject>
<dc:subject xml:lang="es">Cálculo integral</dc:subject>
<dc:subject xml:lang="es">Predicciones estadísticas</dc:subject>
<dc:subject xml:lang="es">Mortalidad</dc:subject>
<dc:subject xml:lang="es">Tablas de mortalidad</dc:subject>
<dc:subject xml:lang="es">Proyecciones demográficas</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Forecasting mortality rates with functional signatures</dc:title>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 29/01/2025 Volume 55 Issue 1 - January 2025 , p. 97 - 120</dc:relation>
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