Coherent forecasting of mortality rates: a sparse vector-autoregression approach
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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Cited in
(21)- Longevity Risk and Capital Markets: The 2017–2018 Update
- Forecasting mortality with international linkages: a global vector-autoregression approach
- Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
- Spatial patterns of mortality in the United States: a spatial filtering approach
- Cause-specific mortality rates: common trends and differences
- Longevity risk and capital markets: the 2019--20 update
- Multi-population mortality modelling: a Bayesian hierarchical approach
- Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
- Forecasting mortality rate improvements with a high-dimensional VAR
- Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations
- Modelling mortality: A bayesian factor-augmented var (favar) approach
- Gompertz law revisited: forecasting mortality with a multi-factor exponential model
- Pitfalls and merits of cointegration-based mortality models
- Multivariate long-memory cohort mortality models
- Forecasting mortality rate by multivariate singular spectrum analysis
- Forecasting mortality rates with a coherent ensemble averaging approach
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
- Age-coherent extensions of the Lee-Carter model
- Mortality forecasting with a spatially penalized smoothed VAR model
- Adaptive autoregressive priors for area and time structured mortality data
- Time-series forecasting of mortality rates using transformer
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