Coherent mortality forecasting by the weighted multilevel functional principal component approach

DOI10.1080/02664763.2019.1572718OpenAlexW2913573819MaRDI QIDQ5036626FDOQ5036626

Bo Wang, Ruhao Wu

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)

Cites Work

• Multilevel functional principal component analysis
• Modeling and Forecasting U.S. Mortality
• Functional data analysis.
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• 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
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• A step-by-step guide to building two-population stochastic mortality models
• A common age effect model for the mortality of multiple populations
• Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
• 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 (7)

• Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
• Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
• Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
• Forecasting mortality rate by multivariate singular spectrum analysis
• 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

Uses Software

• forecast
• fda (R)
• Forecast

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