Multivariate time series modeling, estimation and prediction of mortalities
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Cites work
- scientific article; zbMATH DE number 4102349 (Why is no real title available?)
- A Bayesian forecasting model: predicting U.S. male mortality
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- Approximate Inference in Generalized Linear Mixed Models
- Assessing individual unexplained variation in non-life insurance
- Best Linear Unbiased Estimation and Prediction under a Selection Model
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Gaussian Markov Random Fields
- Generalized Linear Models with Random Effects
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
- IV.—On Least Squares and Linear Combination of Observations
- Lee-Carter mortality forecasting with age-specific enhancement.
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- Longevity hedge effectiveness: a decomposition
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Modeling and forecasting U.S. mortality. (With discussion)
- Modeling and management of mortality risk: a review
- Multilevel mixed linear model analysis using iterative generalized least squares
- Negative binomial version of the Lee–Carter model for mortality forecasting
- On the coefficient of determination for mixed regression models
- On the forecasting of mortality reduction factors
- Pension plan valuation and mortality projection: a case study with mortality data
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
- Smoothing and forecasting mortality rates
- Smoothing constrained generalized linear models with an application to the Lee-Carter model
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
- That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
- Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach
- Understanding, modelling and managing longevity risk: key issues and main challenges
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