Research report: Canadian Mortality Table Construction Alternative Methods – Generalized Additive Model and Neural Network Model

Author: Sylvain Goulet, Caesar Balona, Ronald Richman, Shaun Bennet

Publication date: 25-05-2022

Version: Current

Language available: Bilingual

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This report documents the researchers’ application of alternative methods to construct a new mortality table based on the same 2009–2019 industry data used in constructing the CIA2014 Table. The alternative methods presented in this report provide a model that can be used for further investigations. This includes projecting future, unseen tables, as well as directly modelling uncertainty of the constructed tables. 

Categories: Research

Topics: Life insurance

Pages: 97

Format: PDF

Accession no.: rp222065