MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL
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Publication:5157767
DOI10.1017/asb.2020.39zbMath1471.91452OpenAlexW3097269218MaRDI QIDQ5157767
Publication date: 20 October 2021
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2020.39
cohort effectmortality forecastingmulti-population modelingaccelerated proximal gradienthigh-dimensional vector-autoregressive model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
Related Items (3)
Modelling mortality: A bayesian factor-augmented var (favar) approach ⋮ Forecasting mortality rates with a coherent ensemble averaging approach ⋮ Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
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