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A Comparative Analysis of Neuro Fuzzy Inference Systems for Mortality Prediction

In: Mathematical and Statistical Methods for Actuarial Sciences and Finance

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  • Gabriella Piscopo

    (University of Napoli Federico II, Department of Economics and Statistics)

Abstract

Recently, Neural network (NN) and fuzzy inference system (FIS) have been introduced in the context of mortality data. In this paper we implement an Integrated Dynamic Evolving Neuro-Fuzzy Inference System (DENFIS) for longevity predictions. It is an adaptive intelligent system where the learning process is updated thanks to a preliminary clusterization of the training data. We compare the results with other neuro fuzzy inference systems, like the Adaptive Neuro Fuzzy System (ANFIS) and with the classical approaches used in the mortality context. An application to the Italian population is presented.

Suggested Citation

  • Gabriella Piscopo, 2018. "A Comparative Analysis of Neuro Fuzzy Inference Systems for Mortality Prediction," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 495-499, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-89824-7_88
    DOI: 10.1007/978-3-319-89824-7_88
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