Modeling mortality with Kernel Principal Component Analysis (KPCA) method

• Main Authors: Wu, Yuanqi, Chen, Andrew, Xu, Yanbin, Pan, Guangming, Zhu, Wenjun
• 其他作者: Nanyang Business School
• 格式: Article
• 語言: English
• 出版: 2025
• 主題: Business and Management; Mathematical Sciences; Mortality forecasting; Kernel Principal Component Analysis
• 在線閱讀: https://hdl.handle.net/10356/182440

As the global population continues to age, effective management of longevity risk becomes increasingly critical for various stakeholders. Accurate mortality forecasting serves as a cornerstone for addressing this challenge. This study proposes to leverage Kernel Principal Component Analysis (KPCA) t...