Robust forecasting of mortality and fertility rates: a functional data approach
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Cites work
- scientific article; zbMATH DE number 469124 (Why is no real title available?)
- scientific article; zbMATH DE number 1113912 (Why is no real title available?)
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- COBS: qualitatively constrained smoothing via linear programming
- Disaggregatton in population forecasting: Do we need it? And how to do it simply
- Extending Lee–Carter Mortality Forecasting
- Forecasting PC-ARIMA models for functional data
- Functional data analysis.
- Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- Modeling and forecasting U.S. mortality. (With discussion)
- Monotonic Smoothing Splines Fitted by Cross Validation
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
- Principal component analysis.
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Robust principal component analysis for functional data. (With comments)
- Semiparametric Regression
- Smoothed functional principal components analysis by choice of norm
- Smoothing and forecasting mortality rates
- Smoothing methods in statistics
- Thin Plate Regression Splines
Cited in
(only showing first 100 items - show all)- A general procedure for constructing mortality models
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Functional outlier detection with robust functional principal component analysis
- On the Structure and Classification of Mortality Models
- Parameter-free search of time-series discord
- Analysis of Finnish and Swedish mortality data with stochastic mortality models
- Robust functional principal component analysis based on a new regression framework
- Forecasting binary longitudinal data by a functional PC-ARIMA model
- Time-series forecasting of mortality rates using deep learning
- Age-coherent extensions of the Lee-Carter model
- A survey of functional principal component analysis
- Testing linearity in semi-parametric functional data analysis
- Life anuities with stochastic survival probabilities: A review
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Nonparametric time series forecasting with dynamic updating
- Robust depth-based estimation of the functional autoregressive model
- Forecasting multiple functional time series in a group structure: an application to mortality
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
- Addressing the life expectancy gap in pension policy
- Intergenerational actuarial fairness when longevity increases: amending the retirement age
- Functional principal component analysis for cointegrated functional time series
- Time evolution of income distributions with subgroup decompositions
- \(M\)-type smoothing spline estimators for principal functions
- De-risking strategy: longevity spread buy-in
- Modeling stochastic mortality with O-U type processes
- Evaluating the goodness of fit of stochastic mortality models
- Dynamic functional data analysis with non-parametric state space models
- Accounting for smoking in forecasting mortality and life expectancy
- Forecasting mortality with international linkages: a global vector-autoregression approach
- Modelling dependent data for longevity projections
- Dynamic principal component regression for forecasting functional time series in a group structure
- A Conformal Approach for Distribution-free Prediction of Functional Data
- Forecasting functional time series
- On projection methods for functional time series forecasting
- COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES
- Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
- Robust multivariate and functional archetypal analysis with application to financial time series analysis
- Statistics for functional data
- Coherent mortality forecasting by the weighted multilevel functional principal component approach
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- Extending Lee–Carter Mortality Forecasting
- Seasonal functional autoregressive models
- A mathematical algorithm for dimensional control of tunnels using topographic profiles
- Functional horseshoe smoothing for functional trend estimation
- Wavelet estimation of the dimensionality of curve time series
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
- Case study of Swiss mortality using Bayesian modeling
- A comparison of Hurst exponent estimators in long-range dependent curve time series
- Rejoinder: Forecasting functional time series
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
- The maximum entropy mortality model: forecasting mortality using statistical moments
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
- A journey from univariate to multivariate functional time series: a comprehensive review
- Forecasting Cause-Age Specific Mortality Using Two Random Processes
- A Hidden Markov Approach to Disability Insurance
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
- A DSA algorithm for mortality forecasting
- Nonlinear prediction of functional time series
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
- Dynamical functional prediction and classification, with application to traffic flow prediction
- The Solvency II square-root formula for systematic biometric risk
- Spatial correlation in weather forecast accuracy: a functional time series approach
- Semi-parametric accelerated hazard relational models with applications to mortality projections
- Statistical emulators for pricing and hedging longevity risk products
- Smoothing Poisson common factor model for projecting mortality jointly for both sexes
- Dynamic principal component regression: application to age-specific mortality forecasting
- Long-range dependent curve time series
- Robust estimators under a functional common principal components model
- Mortality forecasting using factor models: time-varying or time-invariant factor loadings?
- Modelling function-valued stochastic processes, with applications to fertility dynamics
- Assessing mortality inequality in the U.S.: what can be said about the future?
- A quantitative comparison of stochastic mortality models on Italian population data
- Computational framework for longevity risk management
- Learning and forecasting of age-specific period mortality via B-spline processes with locally-adaptive dynamic coefficients
- Risk aggregation and stochastic claims reserving in disability insurance
- Nonparametric trend estimation in functional time series with application to annual mortality rates
- Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
- Identifying the finite dimensionality of curve time series
- Calendar effect and in-sample forecasting
- Variational Bayesian functional PCA
- Forecasting mortality rate improvements with a high-dimensional VAR
- Consistency of a numerical approximation to the first principal component projection pursuit estimator
- Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space
- A new approach for time domain analysis of multivariate and functional time series
- Detection and estimation of structural breaks in high-dimensional functional time series
- Functional forecasting of dissolved oxygen in high-frequency vertical lake profiles
- Forecasting life expectancy: evidence from a new survival function
- Fractionally integrated curve time series with cointegration
- Forecasting and uncertainty quantification using a hybrid of mechanistic and non-mechanistic models for an age-structured population model
- Robust functional principal components for sparse longitudinal data
- Robust joint modelling of sparsely observed paired functional data
- Multi-population mortality modeling: when the data is too much and not enough
- Dynamic regression models for time-ordered functional data
- Directional outlyingness for multivariate functional data
- Robust archetypoids for anomaly detection in big functional data
- A data-adaptive method for outlier detection from functional data
- Nonparametric estimation of functional dynamic factor model
- Robust Multivariate Functional Control Chart
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