Coherent mortality forecasting by the weighted multilevel functional principal component approach
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Publication:5036626
DOI10.1080/02664763.2019.1572718OpenAlexW2913573819MaRDI QIDQ5036626FDOQ5036626
Publication date: 23 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2381/43511
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Lee-Carter modelfunctional principal component analysishuman mortalitycoherent forecastsproduct-ratio model
Cites Work
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- Robust forecasting of mortality and fertility rates: a functional data approach
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- Forecasting functional time series
- Properties of principal component methods for functional and longitudinal data analysis
- Modelling Sparse Generalized Longitudinal Observations with Latent Gaussian Processes
- Modelling adult mortuality in small populations the saint model
- Measuring Basis Risk in Longevity Hedges
- Generalized multilevel functional regression
- Generalized multilevel function‐on‐scalar regression and principal component analysis
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
- Multi-population mortality models: fitting, forecasting and comparisons
- A step-by-step guide to building two-population stochastic mortality models
- A common age effect model for the mortality of multiple populations
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- PCA stability and choice of dimensionality
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Bayesian function-on-function regression for multilevel functional data
- Title not available (Why is that?)
Cited In (18)
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Forecasting multiple functional time series in a group structure: an application to mortality
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- A DSA algorithm for mortality forecasting
- Assessing mortality inequality in the U.S.: what can be said about the future?
- Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
- Hierarchical Bayesian modeling of multi-country mortality rates
- Clustering and forecasting multiple functional time series
- Common functional principal component models for mortality forecasting
- Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
- Forecasting mortality rate by multivariate singular spectrum analysis
- Mortality and life expectancy forecasting for a group of populations in developed countries: a robust multilevel functional data method
- Locally-coherent multi-population mortality modelling via neural networks
- Robust forecasting of mortality and fertility rates: a functional data approach
- Forecasting mortality rates with a coherent ensemble averaging approach
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