Coherent mortality forecasting by the weighted multilevel functional principal component approach
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Cites work
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- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Multi-population mortality models: fitting, forecasting and comparisons
- Multilevel functional principal component analysis
- PCA stability and choice of dimensionality
- Properties of principal component methods for functional and longitudinal data analysis
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- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
Cited in
(20)- Robust forecasting of mortality and fertility rates: a functional data approach
- Assessing mortality inequality in the U.S.: what can be said about the future?
- Clustering and forecasting multiple functional time series
- Coherent modeling of mortality patterns for age-specific subgroups
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- 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
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- Mortality and life expectancy forecasting for a group of populations in developed countries: a robust multilevel functional data method
- A DSA algorithm for mortality forecasting
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Forecasting mortality rate by multivariate singular spectrum analysis
- Forecasting multiple functional time series in a group structure: an application to mortality
- Common functional principal component models for mortality forecasting
- Hierarchical Bayesian modeling of multi-country mortality rates
- Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
- Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
- Locally-coherent multi-population mortality modelling via neural networks
- Forecasting mortality rates with a coherent ensemble averaging approach
- Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations
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