Modelling mortality: A bayesian factor-augmented var (favar) approach (Q6105762)

scientific article; zbMATH DE number 7702190

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English	Modelling mortality: A bayesian factor-augmented var (favar) approach	scientific article; zbMATH DE number 7702190

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instance of

scholarly article

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title

Modelling mortality: A bayesian factor-augmented var (favar) approach (English)

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26 June 2023

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zbMATH Keywords

factor-augmented VAR

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Bayesian VAR

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Minnesota prior

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Gibbs sampler

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longevity phenomenon

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MaRDI profile type

MaRDI publication profile

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cites work

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A bidimensional approach to mortality risk

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Parametric mortality improvement rate modelling and projecting

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Pitfalls and merits of cointegration-based mortality models

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Modeling and Forecasting U.S. Mortality

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Inference pitfalls in Lee-Carter model for forecasting mortality

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The choice of sample size for mortality forecasting: a Bayesian learning approach

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COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH

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A Bayesian non-parametric model for small population mortality

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The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty

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BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL

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Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts

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The Bayesian Lasso

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A Bayesian forecasting model: predicting U.S. male mortality

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A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY

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Sequential One-Sample Grouped Signed Rank Tests for Symmetry: Basic Procedures

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Identifiers

zbMATH Open document ID

1519.91215

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DOI

10.1017/asb.2022.24

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6105762