Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
From MaRDI portal
Publication:6089432
DOI10.1080/02664763.2022.2104228arXiv2102.09612OpenAlexW4289549867MaRDI QIDQ6089432
No author found.
Publication date: 14 December 2023
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.09612
Lee-Carter modelfunctional principal component analysismortality modellingmultivariate functional data analysiscoherent forecastsproduct-ratio model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multivariate functional linear regression and prediction
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
- Robust forecasting of mortality and fertility rates: a functional data approach
- PCA stability and choice of dimensionality
- Linear processes in function spaces. Theory and applications
- Sex-specific mortality forecasting for UK countries: a coherent approach
- Dynamical functional prediction and classification, with application to traffic flow prediction
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
- Functional data analysis.
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Properties of principal component methods for functional and longitudinal data analysis
- Forecasting functional time series
- Modelling Adult Mortality in Small Populations: The Saint Model
- Modelling and management of mortality risk: a review
- A Gravity Model of Mortality Rates for Two Related Populations
- Multi-population mortality models: fitting, forecasting and comparisons
- Multivariate Functional Principal Component Analysis for Data Observed on Different (Dimensional) Domains
- Coherent mortality forecasting by the weighted multilevel functional principal component approach
- Why Men Die Younger
- Functional Data Analysis for Sparse Longitudinal Data
- Discussion: Forecasting functional time series
This page was built for publication: Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches