A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891): Difference between revisions

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scientific article; zbMATH DE number 7503084

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English	A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS	scientific article; zbMATH DE number 7503084

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instance of

scholarly article

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title

A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (English)

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4 April 2022

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zbMATH Keywords

mortality projection

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regularisation

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cross-validation

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age-period-cohort model

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1017/asb.2021.29

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cites work

On the usefulness of cross-validation for directional forecast evaluation

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A note on the validity of cross-validation for evaluating autoregressive time series prediction

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Affine processes for dynamic mortality and actuarial valuations

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Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors

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A Poisson log-bilinear regression approach to the construction of projected lifetables.

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Q3562659

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Evaluating the goodness of fit of stochastic mortality models

0 references

A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

0 references

On fitting generalized linear and non-linear models of mortality

0 references

Smoothing and forecasting mortality rates

0 references

Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting

0 references

Sparse regression with multi-type regularized feature modeling

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Strictly Proper Scoring Rules, Prediction, and Estimation

0 references

Forecasting mortality rate improvements with a high-dimensional VAR

0 references

WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION

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The elements of statistical learning. Data mining, inference, and prediction

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A General Procedure for Constructing Mortality Models

0 references

A Bayesian Approach to Modeling and Projecting Cohort Effects

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On the Structure and Classification of Mortality Models

0 references

Robustness and convergence in the Lee-Carter model with cohort effects

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An Introduction to Statistical Learning

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Modeling and Forecasting U.S. Mortality

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Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach

0 references

Drivers of Mortality Dynamics: Identifying Age/Period/Cohort Components of Historical U.S. Mortality Improvements

0 references

A step-by-step guide to building two-population stochastic mortality models

0 references

Modelling Mortality with Actuarial Applications

0 references

On stochastic mortality modeling

0 references

Consistent cross-validatory model-selection for dependent data: hv-block cross-validation

0 references

Lee-Carter mortality forecasting with age-specific enhancement.

0 references

On the forecasting of mortality reduction factors

0 references

A cohort-based extension to the Lee-Carter model for mortality reduction factors

0 references

Q4864293

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PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE

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Model Selection and Estimation in Regression with Grouped Variables

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Nearly unbiased variable selection under minimax concave penalty

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Regularization and Variable Selection Via the Elastic Net

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Identifiers

zbMATH Open document ID

1484.91405

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DOI

10.1017/asb.2021.29

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5067891

@@ Property / cites work @@
+On the usefulness of cross-validation for directional forecast evaluation
+Normal rank
@@ Property / cites work @@
+A note on the validity of cross-validation for evaluating autoregressive time series prediction
+Normal rank
@@ Property / cites work @@
+Affine processes for dynamic mortality and actuarial valuations
+Normal rank
@@ Property / cites work @@
+Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
+Normal rank
@@ Property / cites work @@
+A Poisson log-bilinear regression approach to the construction of projected lifetables.
+Normal rank
@@ Property / cites work @@
+Q3562659
@@ Property / cites work: Q3562659 / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluating the goodness of fit of stochastic mortality models
+Normal rank
@@ Property / cites work @@
+A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
+Normal rank
@@ Property / cites work @@
+On fitting generalized linear and non-linear models of mortality
+Normal rank
@@ Property / cites work @@
+Smoothing and forecasting mortality rates
@@ Property / cites work: Smoothing and forecasting mortality rates / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
+Normal rank
@@ Property / cites work @@
+Sparse regression with multi-type regularized feature modeling
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Strictly Proper Scoring Rules, Prediction, and Estimation
+Normal rank
@@ Property / cites work @@
+Forecasting mortality rate improvements with a high-dimensional VAR
+Normal rank
@@ Property / cites work @@
+WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION
+Normal rank
@@ Property / cites work @@
+The elements of statistical learning. Data mining, inference, and prediction
+Normal rank
@@ Property / cites work @@
+A General Procedure for Constructing Mortality Models
+Normal rank
@@ Property / cites work @@
+A Bayesian Approach to Modeling and Projecting Cohort Effects
+Normal rank
@@ Property / cites work @@
+On the Structure and Classification of Mortality Models
+Normal rank
@@ Property / cites work @@
+Robustness and convergence in the Lee-Carter model with cohort effects
+Normal rank
@@ Property / cites work @@
+An Introduction to Statistical Learning
@@ Property / cites work: An Introduction to Statistical Learning / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting U.S. Mortality
@@ Property / cites work: Modeling and Forecasting U.S. Mortality / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach
+Normal rank
@@ Property / cites work @@
+Drivers of Mortality Dynamics: Identifying Age/Period/Cohort Components of Historical U.S. Mortality Improvements
+Normal rank
@@ Property / cites work @@
+A step-by-step guide to building two-population stochastic mortality models
+Normal rank
@@ Property / cites work @@
+Modelling Mortality with Actuarial Applications
@@ Property / cites work: Modelling Mortality with Actuarial Applications / rank @@
+Normal rank
@@ Property / cites work @@
+On stochastic mortality modeling
@@ Property / cites work: On stochastic mortality modeling / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
+Normal rank
@@ Property / cites work @@
+Lee-Carter mortality forecasting with age-specific enhancement.
+Normal rank
@@ Property / cites work @@
+On the forecasting of mortality reduction factors
@@ Property / cites work: On the forecasting of mortality reduction factors / rank @@
+Normal rank
@@ Property / cites work @@
+A cohort-based extension to the Lee-Carter model for mortality reduction factors
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+Nearly unbiased variable selection under minimax concave penalty
+Normal rank
@@ Property / cites work @@
+Regularization and Variable Selection Via the Elastic Net
+Normal rank