Forecasting mortality rates via density ratio modeling

DOI10.1002/cjs.5550360202zbMath1146.62069OpenAlexW2078511436MaRDI QIDQ3526424

Guanhua Lu, Rong Wei, Paul David Williams, Benjamin Kedem-Kimelfeld

Publication date: 25 September 2008

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550360202

zbMATH Keywords

forecastingautoregressionpredictive distributionsemiparametric methodage-specific mortalitycombined dataone-year ahead forecast

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Mathematical geography and demography (91D20)

Related Items (9)

On Stratified Density Ratio Models ⋮ Density ratio model with data-adaptive basis function ⋮ A Bayesian discriminant analysis method under semiparametric density ratio models ⋮ Joint Semiparametric Models for Case-Cohort Designs ⋮ A new classifier for imbalanced data based on a generalized density ratio model ⋮ Bayesian semiparametric density ratio modelling with applications to medical malpractice reform ⋮ Semiparametric regression in testicular germ cell data ⋮ Semiparametric distribution forecasting ⋮ Out-of-sample fusion in risk prediction

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• A Semiparametric Approach to the One-Way Layout
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• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

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