We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality … projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee … mortality model, which has become a standard for projecting mortality in Belgium and the Netherlands. We calibrate this …

performance are the core of nowcasting. In a time marked by pandemic of corona virus and war in Ukraine, nowcasting models have … based on the flow of available monthly economic indicators that are available during the same quarter. The nowcasting …. In addition to the models, the choice of the variables and measurement of the loss function in evaluating nowcasting …

-linearity, and multiple seasonality or time-varying correlations. Our study indicates that the joint dual long-memory process can … conditional volatility and strongly support the estimation of dynamic returns that allow for time-varying correlations. A …