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An Application of the Tensor-Based Approach to Mortality Modeling

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Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2022)

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Abstract

With the increasing availability of temporal data, researchers often analyze information stored in matrices, in which entries are replicated on different occasions. Such multidimensional data can be stored in 3-way arrays or tensors to be analyzed. A collection of 3-way arrays can also be available leading to 4-way arrays. In this work, we apply a tensor-based method, the Tucker4, to mortality data provided by the World Health Organization, referred to 4 dimensions (causes of death, age groups, years, and countries) and organized in a 4-way array. We carry out the analysis on the total population. Our findings reveal some peculiar aspects of the mortality phenomenon.

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Correspondence to Giovanni Cardillo .

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Cardillo, G., Giordani, P., Levantesi, S., Nigri, A. (2022). An Application of the Tensor-Based Approach to Mortality Modeling. In: Corazza, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022. Springer, Cham. https://doi.org/10.1007/978-3-030-99638-3_22

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