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                <text>Coronavirus</text>
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                <text>Dominio científico: Coronavirus</text>
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              <text>Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect</text>
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              <text>Karim Barigou, Stéphane Loisel, Yahia Salhi</text>
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              <text>Predicting the evolution of mortality rates plays a central role for life insurance and pension funds. Standard single population models typically suffer from two major drawbacks: on the one hand, they use a large number of parameters compared to the sample size and, on the other hand, model choice is still often based on in-sample criterion, such as the Bayes information criterion (BIC), and therefore not on the ability to predict. In this paper, we develop a model based on a decomposition of the mortality surface into a polynomial basis. Then, we show how regularization techniques and cross-validation can be used to obtain a parsimonious and coherent predictive model for mortality forecasting. We analyze how COVID-19-type effects can affect predictions in our approach and in the classical one. In particular, death rates forecasts tend to be more robust compared to models with a cohort effect, and the regularized model outperforms the so-called P-spline model in terms of prediction and stability.</text>
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              <text>2021</text>
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              <text>mortality, Forecasting, regularization, smoothing, elastic net, Poisson generalized linear model</text>
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              <text>10.3390/risks9010005</text>
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              <text>Epidemiology and Health</text>
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          <name>Publisher</name>
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              <text>Korean Society of Epidemiology</text>
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          <name>Coverage</name>
          <description>The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant</description>
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              <text>Insurance</text>
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