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Fine-grained mortality forecasting with deep learning

delete2025-12-01
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OA
AI
H
Huiling Zheng *
H
Hai Wang
R
Rui Zhu
J
Jing‐Hao Xue
DOI:10.1017/S1748499525100171delete
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Abstract

Abstract

En 中文
Fine-grained mortality forecasting has gained momentum in actuarial research due to its ability to capture localized, short-term fluctuations in death rates. This paper introduces MortFCNet, a deep-learning method that predicts weekly death rates using region-specific weather inputs. Unlike traditional Serfling-based methods and gradient-boosting models that rely on predefined fixed Fourier terms and manual feature engineering, MortFCNet automatically learns patterns from raw time-series data without needing explicitly defined Fourier terms or manual feature engineering. Extensive experiments across over 200 NUTS-3 regions in France, Italy, and Switzerland demonstrate that MortFCNet consistently outperforms both a standard Serfling-type baseline and XGBoost in terms of predictive accuracy. Our ablation studies further confirm its ability to uncover complex relationships in the data without feature engineering. Moreover, this work underscores a new perspective on exploring deep learning for advancing fine-grained mortality forecasting.
Keywords:
deep learning
fine-grained
mortality forecasting
multiple populations
XGBoost
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Journal

A
Annals of Actuarial Science
IF:
1
Papers:
19
Citations:
0

Organization

U
University College London
Scholars:
7.9W
Papers: 6.2W
Citations: 15.7W
U
university of london
Scholars:
21.5W
Papers: 19.7W
Citations: 305