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