Modeling mortality with kernel principal component analysis (kpca) method

HIGHLIGHTS

• What: This study proposes to leverage Kernel Principal Component Analysis (KPCA) to enhance mortality rate predictions. This makes β̂x a valid representation of age-specific sensitivity, aligning with the objectives of the Lee-Carter model in capturing the dynamics of mortality rates over time. The aim of this analysis is to assess how a disruption in mortality would affect the model`s prediction performance.
• Who: O R I G et al. from the School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore have published the research: Modeling mortality with Kernel Principal Component Analysis (KPCA . . .
  

   

  

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