A Comparative Analysis of Neuro Fuzzy Inference Systems for Mortality Prediction

Gabriella Piscopo ()
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Gabriella Piscopo: University of Napoli Federico II, Department of Economics and Statistics

A chapter in Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2018, pp 495-499 from Springer

Abstract: Abstract Recently, Neural network (NN) and fuzzy inference system (FIS) have been introduced in the context of mortality data. In this paper we implement an Integrated Dynamic Evolving Neuro-Fuzzy Inference System (DENFIS) for longevity predictions. It is an adaptive intelligent system where the learning process is updated thanks to a preliminary clusterization of the training data. We compare the results with other neuro fuzzy inference systems, like the Adaptive Neuro Fuzzy System (ANFIS) and with the classical approaches used in the mortality context. An application to the Italian population is presented.

Keywords: AR; ANFIS; DENFIS; ECM; Lee Carter model; Mortality projections (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-89824-7_88

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DOI: 10.1007/978-3-319-89824-7_88

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