Modelling mortality: A bayesian factor-augmented var (favar) approach
From MaRDI portal
Publication:6105762
DOI10.1017/asb.2022.24zbMath1519.91215MaRDI QIDQ6105762
Publication date: 26 June 2023
Published in: ASTIN Bulletin (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Modeling and Forecasting U.S. Mortality
- Identification of the age-period-cohort model and the extended chain-ladder model
- A Bayesian forecasting model: predicting U.S. male mortality
- Parametric mortality improvement rate modelling and projecting
- The choice of sample size for mortality forecasting: a Bayesian learning approach
- Robustness and convergence in the Lee-Carter model with cohort effects
- The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
- A bidimensional approach to mortality risk
- Bayesian Poisson log-bilinear mortality projections
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Robust forecasting of mortality and fertility rates: a functional data approach
- Modelling residuals dependence in dynamic life tables: a geostatistical approach
- A class of random field memory models for mortality forecasting
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- Mortality forecasting using factor models: time-varying or time-invariant factor loadings?
- Modeling mortality with a Bayesian vector autoregression
- Forecasting mortality with international linkages: a global vector-autoregression approach
- Forecasting mortality rate improvements with a high-dimensional VAR
- Pitfalls and merits of cointegration-based mortality models
- Bayesian nonparametric sparse VAR models
- Modeling and forecasting mortality rates
- Inference pitfalls in Lee-Carter model for forecasting mortality
- Efficient simulation and integrated likelihood estimation in state space models
- A Gravity Model of Mortality Rates for Two Related Populations
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- The Bayesian Lasso
- On Gibbs sampling for state space models
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE
- COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH
- A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY
- A Bayesian non-parametric model for small population mortality
- A Dynamic Factor Approach to Mortality Modeling
- Identification and Estimation in Non-Fundamental Structural VARMA Models
- Marginal Likelihood Estimation with the Cross-Entropy Method
- MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL
- Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts
- Stochastic Mortality Modeling: Key Drivers and Dependent Residuals
- BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL
- A multivariate time series approach to projected life tables
- Sequential One-Sample Grouped Signed Rank Tests for Symmetry: Basic Procedures
- Economic Predictions With Big Data: The Illusion of Sparsity
This page was built for publication: Modelling mortality: A bayesian factor-augmented var (favar) approach