Neural-Actuarial Longevity Forecasting: Anchoring LSTMs for Explainable Risk Management

ArXi:2605.06438v1 Announce Type: cross Traditional multi-population models, such as the Li-Lee framework, rely on the assumption of mean-reverting country-specific deviations. However, recent data from high-longevity clusters suggest a systemic break in this paradigm. We identify a stationarity paradox where mortality residuals in countries like Sweden and West Germany exhibit persistent unit roots, leading to a systematic mispricing of longevity risk in linear models.