József Mihály Gáll: Comparison of mortality forecast models

V četrtek, 22. 5. 2025, ob 14:15 bo v predavalnici 3.07 v okviru seminarja VeSFiM potekalo predavanje Józsefa Gálla (University of Debrecen) z naslovom Comparison of mortality forecast models.

Povzetek: Mortality forecasts are fairly important in life insurance, as well as in economics and social sciences. Continuing and recalling some previous research on the field, this time we include zero-shot time series forecasting methods (based on pre-trained models) applied to mortality rates. Our aim is to provide a (empirical) comparison of forecasting power  within a large class of forecast methods,  starting with some variants of classical mortality models including some machine learning cases as well as, of course, the zero shot approaches. Since in actuarial practice often long time forecasts are needed, we also examine results for longer time horizon.

Predavanje bo potekalo v živo.

Vljudno vabljeni!