Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach

DOI10.1080/03461238.2020.1773523zbMath1454.91172OpenAlexW3033527737MaRDI QIDQ5140653

Yanlin Shi, Le Chang

Publication date: 16 December 2020

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://openresearch-repository.anu.edu.au/bitstream/1885/219326/3/01_Chang_Dynamic_modelling_and_coherent_2020.pdf.jpg

zbMATH Keywords

cohort effectmortality forecastingtime-varying coefficient modelmulti-population modellingspatial-temporal vector-autoregressive model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (2)

Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach ⋮ Age-coherent extensions of the Lee–Carter model

Uses Software

• Human Mortality

Cites Work

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