Grouped multivariate and functional time series forecasting: an application to annuity pricing (Q2364018): Difference between revisions

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Revision as of 01:37, 27 June 2024

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Grouped multivariate and functional time series forecasting: an application to annuity pricing
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    Grouped multivariate and functional time series forecasting: an application to annuity pricing (English)
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    17 July 2017
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    forecast reconciliation
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    hierarchical time series
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    bottom-up method
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    optimal-combination method
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    Lee-Carter method
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    Japanese mortality database
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