Modeling mortality with Kernel Principal Component Analysis (KPCA) method

• Main Authors: Wu, Yuanqi, Chen, Andrew, Xu, Yanbin, Pan, Guangming, Zhu, Wenjun
• Other Authors: Nanyang Business School
• Format: Article
• Language: English
• Published: 2025
• Subjects: Business and Management; Mathematical Sciences; Mortality forecasting; Kernel Principal Component Analysis
• Online Access: https://hdl.handle.net/10356/182440
• Institution: Nanyang Technological University

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...