Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
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Cites work
- A class of random field memory models for mortality forecasting
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A comparative study of two-population models for the assessment of basis risk in longevity hedges
- A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
- A multivariate time series approach to projected life tables
- A step-by-step guide to building two-population stochastic mortality models
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Basis risk modelling: a cointegration-based approach
- Coherent forecasting of mortality rates: a sparse vector-autoregression approach
- Forecasting mortality rate improvements with a high-dimensional VAR
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- Inference on stochastic time-varying coefficient models
- Modeling and forecasting U.S. mortality. (With discussion)
- Moving weighted average graduation using kernel estimation
- Smooth coefficient estimation of a seemingly unrelated regression
- Smoothing counting process intensities by means of kernel functions
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Statistical estimation in varying coefficient models
- Statistical methods with varying coefficient models
Cited in
(9)- Mortality forecasting using factor models: time-varying or time-invariant factor loadings?
- Coherent forecasting of mortality rates: a sparse vector-autoregression approach
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis
- Age-coherent extensions of the Lee-Carter model
- Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
- Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations
- A Bayesian generalized additive model approach for forecasting mortality improvement with external information
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