A dynamic factor approach to mortality modeling
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Cited in
(32)- Corrective factors for longevity projections in a dynamic context
- Modeling and forecasting duration-dependent mortality rates
- A class of random field memory models for mortality forecasting
- Constructing dynamic life tables with a single-factor model
- Mortality forecasting using factor models: time-varying or time-invariant factor loadings?
- Longevity risk and economic growth in sub-populations: evidence from Italy
- Modeling mortality with a Bayesian vector autoregression
- Forecasting mortality with international linkages: a global vector-autoregression approach
- Modelling and forecasting mortality in Spain
- Inference pitfalls in Lee-Carter model for forecasting mortality
- Improved index insurance design and yield estimation using a dynamic factor forecasting approach
- Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach
- Modeling longevity risk with generalized dynamic factor models and vine-copulae
- Projecting dynamic life tables using data cloning
- A flexible functional form approach to mortality modeling: do we need additional cohort dummies?
- A single factor model for constructing dynamic life tables
- Inference on factor structures in heterogeneous panels
- Multi-population mortality models: a factor copula approach
- Modeling the risk in mortality projections
- scientific article; zbMATH DE number 7295028 (Why is no real title available?)
- A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE
- Multivariate long-memory cohort mortality models
- Basis risk modelling: a cointegration-based approach
- A linear regression approach to modeling mortality rates of different forms
- A three-factor model for mortality modeling
- Improving the forecast of longevity by combining models
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components
- Modelling mortality: A bayesian factor-augmented var (favar) approach
- Dynamic mortality factor model with conditional heteroskedasticity
- Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models
- Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models
- Longevity Risk Modeling with the Consumer Price Index
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