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

• Main Authors: Yaacob, Nurul Aityqah, Pathmanathan, Dharini, Mohamed, Ibrahim
• Format: Article
• Published: Penerbit Universiti Kebangsaan Malaysia 2022
• Subjects: QA Mathematics; QA75 Electronic computers. Computer science
• Online Access: http://eprints.um.edu.my/40967/

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...