Grouped multivariate and functional time series forecasting: an application to annuity pricing (Q2364018)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6747613
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Grouped multivariate and functional time series forecasting: an application to annuity pricing |
scientific article; zbMATH DE number 6747613 |
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
0.8367757201194763
0 references
0.8227704167366028
0 references
0.7776714563369751
0 references
0.7717185020446777
0 references
