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Persistent link: https://www.econbiz.de/10003877882
In this paper, we propose a new framework to coherently produce probabilistic mortality forecasts by exploiting techniques in seasonal time-series models, extreme value theory (EVT), and hierarchical forecast reconciliation. We are amongst the first to model and analyze U.S. monthly death counts...
Persistent link: https://www.econbiz.de/10013322771
Persistent link: https://www.econbiz.de/10014547182