Corpus ID: 202565912

Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?

@article{Petnehazi2019MortalityRF,
  title={Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?},
  author={G'abor Petneh'azi and J'ozsef G'all},
  journal={arXiv: Risk Management},
  year={2019}
}
This article applies a long short-term memory recurrent neural network to mortality rate forecasting. The model can be trained jointly on the mortality rate history of different countries, ages, and sexes. The RNN-based method seems to outperform the popular Lee-Carter model. 
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