Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition

DOI10.1080/03461238.2023.2175326MaRDI QIDQ6096085zbMATH OpenFDO

Authors Paolo Giordani, Susanna Levantesi, Andrea Nigri, Alessandro Spelta

Publication date 11 September 2023

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2023.2175326

zbMATH Keywords

CANDECOMP/PARAFACfour-way datamortality modelingvector-error correction models

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

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Cites work

• Analysis of individual differences in multidimensional scaling via an \(n\)-way generalization of ``Eckart-Young decomposition
• Applied Multiway Data Analysis
• Are mortality projections always more pessimistic when disaggregated by cause of death?
• Cause-specific mortality rates: common trends and differences
• Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
• Extending the Lee-Carter model: a three-way decomposition
• scientific article; zbMATH DE number 4128217 (Why is no real title available?)
• Modeling and forecasting U.S. mortality. (With discussion)
• Multi-population mortality forecasting using tensor decomposition
• New perspectives on water chemistry and compositional data analysis
• Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis

Cited in

(6)

• How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach
• A multi-way analysis of similarity patterns in longevity improvements
• Cause-of-death mortality forecasting using adaptive penalized tensor decompositions
• Forecasting vital rates by a trimodal extension of the flexible generalized skew normal probability density function
• An age-period-cohort model in a Dirichlet framework: a coherent causes of death estimation
• Wasserstein barycenter regression: application to the joint dynamics of regional GDP and life expectancy in Italy

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