Mortality forecasting with a spatially penalized smoothed VAR model
Le Chang, Yanlin Shi
| Year of publication: |
2021
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|---|---|
| Authors: | Chang, Le ; Shi, Yanlin |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 51.2021, 1, p. 161-189
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| Subject: | accelerated proximal gradient | cohort effect | high-dimensional vector-autoregressive model | Mortality forecasting | multi-population modeling | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Theorie | Theory | VAR-Modell | VAR model | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.39 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437277