Mortality forecasting with a spatially penalized smoothed VAR model
Year of publication: |
2021
|
---|---|
Authors: | Chang, Le ; Shi, Yanlin |
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 | Kohortenanalyse | Cohort analysis | Schätzung | Estimation |
-
A systematic vector autoregressive framework for modeling and forecasting mortality
Li, Jackie Zhanbiao, (2024)
-
Forecasting mortality rates with a two-step LASSO based vector autoregressive model
Kularatne, Thilini Dulanjali, (2022)
-
Two-dimensional kernel smoothing of mortality surface : an evaluation of cohort strength
Li, Han, (2016)
- More ...
-
Claims reserving with a robust generalized additive model
Chang, Le, (2024)
-
Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing, (2021)
-
Chang, Le, (2020)
- More ...