Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2019.07.004
@@ Property / DOI: 10.1016/j.insmatheco.2019.07.004 / rank @@
-Normal rank
@@ Property / cites work @@
+Understanding, modelling and managing longevity risk: key issues and main challenges
+Normal rank
@@ Property / cites work @@
+Regularized estimation in sparse high-dimensional time series models
+Normal rank
@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse estimation of a covariance matrix
@@ Property / cites work: Sparse estimation of a covariance matrix / rank @@
+Normal rank
@@ Property / cites work @@
+A Poisson log-bilinear regression approach to the construction of projected lifetables.
+Normal rank
@@ Property / cites work @@
+Modelling and management of mortality risk: a review
+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 @@
+Bootstrapping Lasso Estimators
@@ Property / cites work: Bootstrapping Lasso Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-population mortality models: a factor copula approach
+Normal rank
@@ Property / cites work @@
+DIFFERENCES IN EUROPEAN MORTALITY RATES: A GEOMETRIC APPROACH ON THE AGE–PERIOD PLANE
+Normal rank
@@ Property / cites work @@
+Smoothing and forecasting mortality rates
@@ Property / cites work: Smoothing and forecasting mortality rates / rank @@
+Normal rank
@@ Property / cites work @@
+A class of random field memory models for mortality forecasting
+Normal rank
@@ Property / cites work @@
+A Gravity Model of Mortality Rates for Two Related Populations
+Normal rank
@@ Property / cites work @@
+Multi-population mortality models: fitting, forecasting and comparisons
+Normal rank
@@ Property / cites work @@
+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
+Normal rank
@@ Property / cites work @@
+Parametric mortality improvement rate modelling and projecting
+Normal rank
@@ Property / cites work @@
+Ridge Regression: Biased Estimation for Nonorthogonal Problems
+Normal rank
@@ Property / cites work @@
+A General Procedure for Constructing Mortality Models
+Normal rank
@@ Property / cites work @@
+Robustness and convergence in the Lee-Carter model with cohort effects
+Normal rank
@@ Property / cites work @@
+Robust forecasting of mortality and fertility rates: a functional data approach
+Normal rank
@@ Property / cites work @@
+Modelling Adult Mortality in Small Populations: The Saint Model
+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 @@
+COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH
+Normal rank
@@ Property / cites work @@
+Two‐Dimensional Kernel Smoothing of Mortality Surface: An Evaluation of Cohort Strength
+Normal rank
@@ Property / cites work @@
+Trends and random walks in macroeconomic time series
+Normal rank
@@ Property / cites work @@
+On stochastic mortality modeling
@@ Property / cites work: On stochastic mortality modeling / rank @@
+Normal rank
@@ Property / cites work @@
+A cohort-based extension to the Lee-Carter model for mortality reduction factors
+Normal rank
@@ Property / cites work @@
+On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank
@@ Property / cites work @@
+Basis risk modelling: a cointegration-based approach
+Normal rank
@@ Property / cites work @@
+Extrapolation of Stationary Random Fields
@@ Property / cites work: Extrapolation of Stationary Random Fields / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization and Variable Selection Via the Elastic Net
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2019.07.004
@@ Property / DOI: 10.1016/J.INSMATHECO.2019.07.004 / rank @@
+Normal rank