A forecast reconciliation approach to cause-of-death mortality modeling
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Publication:2415971
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Cites work
- Aggregation and Proration in Forecasting
- Are mortality projections always more pessimistic when disaggregated by cause of death?
- Causes-of-Death Mortality: What Do We Know on Their Dependence?
- Dependent competing risks: cause elimination and its impact on survival
- Fitting competing risks with an assumed copula
- Forecasting mortality trends allowing for cause-of-death mortality dependence
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- scientific article; zbMATH DE number 3781344 (Why is no real title available?)
- International cause-specific mortality rates: new insights from a cointegration analysis
- Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances
- Modeling and forecasting U.S. mortality. (With discussion)
- Modelling the joint distribution of competing risks survival times using copula functions
- Optimal combination forecasts for hierarchical time series
- Robust forecasting of mortality and fertility rates: a functional data approach
- Supply chain forecasting: theory, practice, their gap and the future
- Understanding Relationships Using Copulas
- Ward's hierarchical agglomerative clustering method: which algorithms implement Ward's criterion?
Cited in
(20)- Assessing mortality inequality in the U.S.: what can be said about the future?
- Gompertz law revisited: forecasting mortality with a multi-factor exponential model
- Recent declines in life expectancy: implication on longevity risk hedging
- Longevity risk and capital markets: the 2019--20 update
- Forecasting mortality with international linkages: a global vector-autoregression approach
- Are mortality projections always more pessimistic when disaggregated by cause of death?
- Effects of targets and aggregation on the propagation of error in mortality forecasts
- Forecasting Death Rates Using Exogenous Determinants
- A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data
- Forecasting multiple functional time series in a group structure: an application to mortality
- Modeling cause-of-death mortality using hierarchical Archimedean copula
- Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
- Cause-of-death mortality forecasting using adaptive penalized tensor decompositions
- A tensor-based approach to cause-of-death mortality modeling
- Forecasting cause-of-death mortality with single- and multi-population models in Hungary
- Contract structure and risk aversion in longevity risk transfers
- Forecast mortality rates with copula-based approaches: novel evidence from integrated reconciliation
- Gradient boosted multi-population mortality modeling with high-frequency data
- A hierarchical copula-based sparse VECM for cause-of-death mortality rates: modeling, forecasting, and connectedness
- Identification and forecasting in mortality models
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