Lee-Carter model and Kernel PCA

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...

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Bibliographic Details
Main Author: Wu, Yuanqi
Other Authors: Pan Guangming
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2022
Subjects:
Online Access:https://hdl.handle.net/10356/156935
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Institution: Nanyang Technological University
Language: English