2012
DOI: 10.25336/p6vs46
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Support Vector Machines as tools for mortality graduation

Abstract: A topic of interest in demographic and biostatistical analysis as well as in actuarial practice,is the graduation of the age-specific mortality pattern. A classical graduation technique is to fit parametric models. Recently, particular emphasis has been given to graduation using nonparametric techniques. Support Vector Machines (SVM) is an innovative methodology that could be utilized for mortality graduation purposes. This paper evaluates SVM techniques as tools for graduating mortality rates. We apply SVM to… Show more

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Cited by 5 publications
(2 citation statements)
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“…In the insurance literature, SVMs have been used as a mortality graduation technique (Kostaki et al 2011). They could equally well be used to model other transition probabilities, such as disability inception or termination rates.…”
Section: Introductionmentioning
confidence: 99%
“…In the insurance literature, SVMs have been used as a mortality graduation technique (Kostaki et al 2011). They could equally well be used to model other transition probabilities, such as disability inception or termination rates.…”
Section: Introductionmentioning
confidence: 99%
“…In the insurance literature, SVMs have been used as a mortality graduation technique [5]. They could equally well be used to model other transition probabilities, such as disability inception or termination rates.…”
Section: Introductionmentioning
confidence: 99%