Lee-Carter model and Kernel PCA

• المؤلف الرئيسي: Wu, Yuanqi
• مؤلفون آخرون: Pan Guangming
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2022
• الموضوعات: Science::Mathematics::Statistics; Business::Finance::Insurance::Mathematical models
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/156935

This thesis investigates the application of Kernel Principal Component Analysis (KPCA) method on the Lee-Carter model, which is a two-step model for estimating and forecasting mortality rates (Lee and Carter, 1992). The motivation comes from the possible non-linearity of mortality data which cannot...