Multi-population modelling and forecasting life-table death counts
DOI10.1016/j.insmatheco.2022.07.002zbMath1498.91368OpenAlexW4285097693MaRDI QIDQ2172045
Han Lin Shang, Steven Haberman, Ruofan Xu
Publication date: 14 September 2022
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.07.002
functional principal component analysislog-ratio transformationcompositional data analysisage distribution of death countsmultivariate and multilevel functional principal component regression
Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A Mathematical Theory of Communication
- Dimensionality reduction when data are density functions
- A step-by-step guide to building two-population stochastic mortality models
- Multilevel functional principal component analysis
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- An age-at-death distribution approach to forecast cohort mortality
- Characterization of between-group inequality of longevity in European union countries
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
- Forecasting functional time series
- Eigenvalue Ratio Test for the Number of Factors
- Extending the Lee–Carter model: a three-way decomposition
- Modelling Adult Mortality in Small Populations: The Saint Model
- Modelling and management of mortality risk: a review
- A Gravity Model of Mortality Rates for Two Related Populations
- Actuarial Mathematics for Life Contingent Risks
- Modeling Financial Time Series with S-PLUS®
- Logistic-Normal Distributions: Some Properties and Uses
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- A Simple Test for White Noise in Functional Time Series
- Wasserstein autoregressive models for density time series
- Long-Range Dependent Curve Time Series
- Strictly Proper Scoring Rules, Prediction, and Estimation
- On the Prediction of Stationary Functional Time Series
- Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II
- On Information and Sufficiency
This page was built for publication: Multi-population modelling and forecasting life-table death counts
