Forecasting longevity for financial applications: A first experiment with deep learning methods

Mathematics

• Age-period-cohort Models 22%
• Architecture 28%
• Calibration 14%
• Experiment 58%
• Forecasting 88%
• Hyperparameters 16%
• Insurance 13%
• Learning 70%
• Life 11%
• Market 13%
• Memory Model 18%
• Memory Term 34%
• Model 8%
• Modeling 8%
• Mortality 29%
• Mortality Rate 34%
• Multivariate Time Series 16%
• Necessary 8%
• Network Architecture 39%
• Performance 7%
• Policy 25%
• Pricing 14%
• Recurrent Neural Networks 100%
• Risk Management 17%
• Schedule 13%
• Time Series Forecasting 40%
• Unit 26%
• Valuation 13%

Engineering & Materials Science

• Calibration 9%
• Deep learning 69%
• Experiments 27%
• Financial markets 15%
• Insurance 15%
• Long short-term memory 45%
• Memory architecture 32%
• Network architecture 24%
• Recurrent neural networks 80%
• Risk management 13%
• Stochastic models 14%
• Time series 22%