Extending the GLM framework of the Lee-Carter model with random forest recursive feature elimination based determinants of mortality

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Extending the GLM framework of the Lee-Carter model with random forest recursive feature elimination based determinants of mortality

The Lee-Carter (LC) model led to the development of many prominent mortality models. This study aims to modify the generalised linear model (GLM) (Poisson, negative binomial, and binomial) framework of the LC model by incorporating factors that affect mortality into the model. The top three factors...

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Bibliographic Details
Main Authors:	Nurul Aityqah Yaacob, Dharini Pathmanathan, Ibrahim Mohamed
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2022
Online Access:	http://journalarticle.ukm.my/20251/ http://journalarticle.ukm.my/20251/1/24.pdf

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