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Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age-period-cohort model
Dodd, Erengul; Forster, Jonathan J.; Bijak, Jakub; … - In: Scandinavian actuarial journal 2021 (2021) 2, pp. 134-155
Persistent link: https://www.econbiz.de/10012500256
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Calendar effect and in-sample forecasting
Mammen, Enno; Martinez Miranda, Maria Dolores; Nielsen, … - In: Insurance / Mathematics & economics 96 (2021), pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
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A group regularisation approach for constructing generalised age-period-cohort mortality projection models
SriDaran, Dilan; Sherris, Michael; Villegas, Andrés M.; … - 2021
Persistent link: https://www.econbiz.de/10012616126
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Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.; Sherris, Michael; Villegas, Andrés M. - 2021
Persistent link: https://www.econbiz.de/10012616204
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Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.; Sherris, Michael; Villegas, Andrés M. - In: Scandinavian actuarial journal 2022 (2022) 7, pp. 591-626
Persistent link: https://www.econbiz.de/10013370726
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Bayesian spatio-temporal modelling and prediction of areal demands for ambulance services
Nicoletta, Vittorio; Guglielmi, Alessandra; Ruiz, Angel; … - In: IMA journal of management mathematics 33 (2022) 1, pp. 101-121
Persistent link: https://www.econbiz.de/10012654791
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Bayesian median autoregression for robust time series forecasting
Zeng, Zijian; Li, Meng - In: International journal of forecasting 37 (2021) 2, pp. 1000-1010
Persistent link: https://www.econbiz.de/10012794774
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Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard; Wang, Chao - In: International journal of forecasting 36 (2020) 2, pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
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Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan - In: Journal of econometrics 217 (2020) 2, pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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Hypothesis testing based on a vector of statistics
King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - In: Journal of econometrics 219 (2020) 2, pp. 425-455
Persistent link: https://www.econbiz.de/10012483400