Coherent forecasting of mortality rates: a sparse vector-autoregression approach
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Publication:4563804
DOI10.1017/ASB.2016.37zbMATH Open1390.62215OpenAlexW2602943118MaRDI QIDQ4563804FDOQ4563804
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-02418954/file/cointegrated%20mortality%20paper%20submitted%20version.pdf
Recommendations
- Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Mathematical geography and demography (91D20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited In (20)
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- Forecasting mortality with international linkages: a global vector-autoregression approach
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- Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
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- Forecasting mortality rates with a coherent ensemble averaging approach
- Time-series forecasting of mortality rates using transformer
- Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations
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