Lee-Carter model and Kernel PCA

• 主要作者: Wu, Yuanqi
• 其他作者: Pan Guangming
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2022
• 主題: Science::Mathematics::Statistics; Business::Finance::Insurance::Mathematical models
• 在線閱讀: https://hdl.handle.net/10356/156935
• 機構: Nanyang Technological University

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...