Forecasting age distribution of deaths: cumulative distribution function transformation

DOI10.1016/J.INSMATHECO.2025.03.007MaRDI QIDQ6996602zbMATH OpenFDO

Authors Han Lin Shang, Steven Haberman

Publication date 15 April 2025

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.INSMATHECO.2025.03.007

zbMATH Keywords

constrained functional time serieslife-table death countsprincipal component analysisquantile densitysingle-premium temporary annuity

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Cites work

• A journey from univariate to multivariate functional time series: a comprehensive review
• A Mathematical Theory of Communication
• An age-at-death distribution approach to forecast cohort mortality
• Characterization of between-group inequality of longevity in European union countries
• Dealing with zeros and missing values in compositional data sets using nonparametric imputation
• Forecasting High-Dimensional Functional Time Series: Application to Sub-National Age-Specific Mortality
• Forecasting with exponential smoothing. The state space approach
• scientific article; zbMATH DE number 3772748 (Why is no real title available?)
• scientific article; zbMATH DE number 4128217 (Why is no real title available?)
• Inference for Density Families Using Functional Principal Component Analysis
• Introduction to Functional Data Analysis
• Logistic-Normal Distributions: Some Properties and Uses
• Long-range dependent curve time series
• Modeling and forecasting U.S. mortality. (With discussion)
• Modeling Financial Time Series with S-PLUS®
• Modeling Time-Varying Random Objects and Dynamic Networks
• Modeling trends in cohort survival probabilities
• On Information and Sufficiency
• Strictly Proper Scoring Rules, Prediction, and Estimation

Cited in

(1)

• Forecasting age distribution of deaths at subnational level

This page was built for publication: Forecasting age distribution of deaths: cumulative distribution function transformation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6996602)