Coherent mortality forecasting by the weighted multilevel functional principal component approach
From MaRDI portal
Publication:5036626
Recommendations
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
- Common functional principal component models for mortality forecasting
Cites work
- scientific article; zbMATH DE number 3105589 (Why is no real title available?)
- A common age effect model for the mortality of multiple populations
- A step-by-step guide to building two-population stochastic mortality models
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Bayesian function-on-function regression for multilevel functional data
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
- Forecasting functional time series
- Functional Data Analysis for Sparse Longitudinal Data
- Functional data analysis.
- 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
- Linear processes in function spaces. Theory and applications
- Measuring Basis Risk in Longevity Hedges
- Modeling and forecasting U.S. mortality. (With discussion)
- Modelling Sparse Generalized Longitudinal Observations with Latent Gaussian Processes
- Modelling adult mortuality in small populations the saint model
- 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
- Robust forecasting of mortality and fertility rates: a functional data approach
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
Cited in
(19)- Clustering and forecasting multiple functional time series
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- A DSA algorithm for mortality forecasting
- Locally-coherent multi-population mortality modelling via neural networks
- Assessing mortality inequality in the U.S.: what can be said about the future?
- Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Hierarchical Bayesian modeling of multi-country mortality rates
- Common functional principal component models for mortality forecasting
- Forecasting multiple functional time series in a group structure: an application to mortality
- Forecasting mortality rate by multivariate singular spectrum analysis
- Forecasting mortality rates with a coherent ensemble averaging approach
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
- Mortality and life expectancy forecasting for a group of populations in developed countries: a robust multilevel functional data method
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
- Robust forecasting of mortality and fertility rates: a functional data approach
This page was built for publication: Coherent mortality forecasting by the weighted multilevel functional principal component approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5036626)
