Grouped multivariate and functional time series forecasting: an application to annuity pricing (Q2364018): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.insmatheco.2017.05.007 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2017.05.007 / rank | |||
Normal rank | |||
Latest revision as of 05:35, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Grouped multivariate and functional time series forecasting: an application to annuity pricing |
scientific article |
Statements
Grouped multivariate and functional time series forecasting: an application to annuity pricing (English)
0 references
17 July 2017
0 references
forecast reconciliation
0 references
hierarchical time series
0 references
bottom-up method
0 references
optimal-combination method
0 references
Lee-Carter method
0 references
Japanese mortality database
0 references
0 references
0 references
