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

DOI10.1017/asb.2016.37zbMath1390.62215OpenAlexW2602943118MaRDI QIDQ4563804

Yang Lu, Hong Li

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-02418954/file/cointegrated%20mortality%20paper%20submitted%20version.pdf

zbMATH Keywords

cohort effectpenalized least squarespatial co-integration

Mathematics Subject Classification ID

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