A class of random field memory models for mortality forecasting

DOI10.1016/j.insmatheco.2017.08.010zbMath1422.62309OpenAlexW2523384496MaRDI QIDQ1681090

Paul Doukhan, Joseph Rynkiewicz, Denys Pommeret, Yahia Salhi

Publication date: 23 November 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.08.010

zbMATH Keywords

estimationinferencemortality ratesQMLEAR-ARCH random field

Mathematics Subject Classification ID

Related Items (7)

Concentration inequalities for non-causal random fields ⋮ Modelling mortality: A bayesian factor-augmented var (favar) approach ⋮ Forecasting short-term mortality trends using Bernstein polynomials ⋮ Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach ⋮ Forecasting mortality with international linkages: a global vector-autoregression approach ⋮ Forecasting mortality rate improvements with a high-dimensional VAR ⋮ Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model

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