Coherent mortality forecasting by the weighted multilevel functional principal component approach

DOI10.1080/02664763.2019.1572718OpenAlexW2913573819MaRDI QIDQ5036626

Ruhao Wu, Bo Wang

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

zbMATH Keywords

Lee-Carter modelfunctional principal component analysishuman mortalitycoherent forecastsproduct-ratio model

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (1)

Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches

Uses Software

• forecast
• fda (R)
• Forecast

Cites Work

• Unnamed Item
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