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

• 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/20251/1/24.pdf; http://journalarticle.ukm.my/20251/; https://www.ukm.my/jsm/malay_journals/jilid51bil7_2022/KandunganJilid51Bil7_2022.html

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...