Climate-Driven Mortality Forecasting Using Deep Learning

Climate extremes have become important drivers of mortality, producing sudden spikes that traditional mortality models fail to predict.

To address this gap, we propose a two-step modelling framework that combines a regional weekly Lee-Carter baseline model that captures long-term mortality trends and overall seasonal patterns, with two complementary deep learning architectures designed to model excess mortality driven by environmental conditions and climate shocks.

The first, a CNN-LSTM, captures region-specific temporal responses through convolutional filters.

The second, a GNN-LSTM, replaces convolutions with graph-based representations to model spatial mortality dependencies and the propagation of climate-related impacts across regions.

Both architectures are further extended to a quantile LSTM framework that produces time-varying prediction intervals.

We evaluate our models against both the Lee-Carter baseline and MortFCNet (Zheng et al., 2025).

Using French regional data over 1990-2019, our models capture delayed and nonlinear associations between environmental extremes and excess mortality.

Both proposed architectures outperform the Lee-Carter baseline and MortFCNet across all regions, each reducing test MSE by approximately 24% relative to the MortFCNet, with particularly large gains at the oldest ages where climate-driven mortality spikes are most severe.

From a risk management perspective, the proposed framework provides a more realistic characterization of extreme climate-driven mortality risk, with time-varying prediction intervals that offer a more informed basis for the assessment of climate-related longevity exposure by insurers and pension funds.