Pitfalls and merits of cointegration-based mortality models (Q2292183): Difference between revisions

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+INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS
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+Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
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+Statistical modeling: The two cultures. (With comments and a rejoinder).
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+A Poisson log-bilinear regression approach to the construction of projected lifetables.
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+Longevity hedge effectiveness: a decomposition
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+Sex-specific mortality forecasting for UK countries: a coherent approach
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+On fitting generalized linear and non-linear models of mortality
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+A Gravity Model of Mortality Rates for Two Related Populations
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Granger's representation theorem: A closed‐form expression for I(1) processes
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+Modelling longevity bonds: analysing the Swiss Re Kortis bond
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+Identifiability, cointegration and the gravity model
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+Modelling Adult Mortality in Small Populations: The Saint Model
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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+Q3415188
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+A common age effect model for the mortality of multiple populations
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+Forecasting with the age-period-cohort model and the extended chain-ladder model
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+A multivariate time series approach to projected life tables
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+Modeling and Forecasting U.S. Mortality
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+Measuring Basis Risk in Longevity Hedges
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+COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH
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+Q4877488
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+Identification and forecasting in mortality models
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+Testing for a unit root in time series regression
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Basis risk modelling: a cointegration-based approach
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+To explain or to predict?
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+Pricing and securitization of multi-country longevity risk with mortality dependence
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+Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II
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+Q126745296
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