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Mortality forecasting using a Lexis-based state-space model
Andersson, Patrik; Lindholm, Mathias - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 3, pp. 519-548
Persistent link: https://www.econbiz.de/10012656701
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A simple linear regression approach to modeling and forecasting mortality rates
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Journal of forecasting 34 (2015) 7, pp. 543-559
Persistent link: https://www.econbiz.de/10011390452
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Modeling trends in cohort survival probabilities
Hatzpoulos, P.; Haberman, S. - In: Insurance / Mathematics & economics 64 (2015), pp. 162-179
Persistent link: https://www.econbiz.de/10011397982
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Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing; Shi, Yanlin; Chang, Le - In: International journal of forecasting 37 (2021) 1, pp. 255-273
Persistent link: https://www.econbiz.de/10012692702
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Dynamic modelling and coherent forecasting of mortality rates : a time-varying coefficient spatial-temporal autoregressive approach
Chang, Le; Shi, Yanlin - In: Scandinavian actuarial journal 2020 (2020) 9, pp. 843-863
Persistent link: https://www.econbiz.de/10012313742
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Longevity studies based on kernel hazard estimation
Felipe, Angie; Guillén, Montserrat; Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493540
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A Unified Approach to Mortality Modelling Using State-Space Framework : Characterisation, Identification, Estimation and Forecasting
Fung, Simon Man Chung - 2016
mortality models. The framework we adopt is to reinterpret popular mortality models such as the Lee-Carter class of models in a … general state-space modelling methodology, which allows modelling, estimation and forecasting of mortality under a unified … inference. We then develop a novel class of Bayesian state-space models which incorporate apriori beliefs about the mortality …
Persistent link: https://www.econbiz.de/10012990764
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A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung; Peters, Gareth; Shevchenko, Pavel V. - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
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Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul; McGroarty, Frank; Tiropanis, Thanassis - In: Journal of forecasting 35 (2016) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
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An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.; Koopman, Siem Jan; Ooms, Marius; … - 2008
We present a model for hourly electricity load forecasting based on stochastically time-varying processes that are designed to account for changes in customer behaviour and in utility production efficiencies. The model is periodic: it consists of different equations and different parameters for...
Persistent link: https://www.econbiz.de/10011373810