Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?. (arXiv:1909.05501v1 [q-fin.RM])

This article applies a long short-term memory recurrent neural network to mortality rate forecasting. The model can be trained jointly on the mortality rate history of different countries, ages, and sexes. The RNN-based method seems to outperform the popular Lee-Carter model.