Loading…
Welcome to the ARIA 2021 Annual Meeting Agenda App. You are seeing this in simple view. Click on any session to see Presenters, Discussants and a Session Description. Click on Presenters to find a single presenter and their sessions. If you find an error, please email gphillips@aria.org. Registrants have been added and will continue to be updated until 7/29/21 when registration closes. Zoom links will be shared directly with all participants two days prior to the conference. Please make notifications@sched.com a "safe sender" in your email system. We will be sending messages throughout the conference through this medium. 
Back To Schedule
Wednesday, August 4 • 9:00am - 10:30am
6D2 Multi-State Health Transition Modeling Using Neural Networks

Sign up or log in to save this to your schedule, view media, leave feedback and see who's attending!

Feedback form is now closed.
Katja Hanewald, UNSW Sydney, School of Risk & Actuarial Studies; Qiqi Wang, UNSW Sydney; Xiaojun Wang, Renmin University of China

This article proposes a new model that combines a neural network with a generalized linear model (GLM) to estimate and predict health transition intensities. The model allows for socioeconomic and lifestyle factors to impact the health transition processes, and captures linear and nonlinear relationships. A key innovation is that the model features transfer learning between different transition rates. It autonomously finds the relationships between factors and the links between the transition processes. We apply the model to individual-level data from the Chinese Longitudinal Healthy Longevity Survey from 1998–2018. The results show that our model performs better in estimation and prediction than standalone GLM and neural network models. We thus provide new estimates of the life expectancies for a range of population subgroups. The model can be easily applied to other datasets, and our results confirm that machine learning techniques are promising tools to model insurance risks.

Discussant
avatar for Montserrat Guillen

Montserrat Guillen

Universitat de Barcelona

Presenters
avatar for Katja Hanewald

Katja Hanewald

Senior Lecturer, UNSW Sydney, School of Risk & Actuarial Studies



Wednesday August 4, 2021 9:00am - 10:30am EDT