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Two-dimensional kernel smoothing of mortality surface : an evaluation of cohort strength
Li, Han; O'Hare, Colin; Vahid, Farshid - In: Journal of forecasting 35 (2016) 6, pp. 553-563
Persistent link: https://www.econbiz.de/10011595980
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Analyzing mortality bond indexes via hierarchical forecast reconciliation
Li, Han; Tang, Qihe - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 823-846
Persistent link: https://www.econbiz.de/10012125174
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A SIR model with time-varying parameters
Athayde, Gustavo M. de; Damião, Ruben M. - 2020 - Last update: December 23rd, 2020
Persistent link: https://www.econbiz.de/10012437034
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Forecasting longevity gains using a seemingly unrelated time series model
Neves, César da Rocha; Fernandes, Cristiano Augusto Coelho - In: Journal of forecasting 34 (2015) 8, pp. 661-674
Persistent link: https://www.econbiz.de/10011397657
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Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent; Haldrup, Niels; Kallestrup-Lamb, Malene - 2014
Persistent link: https://www.econbiz.de/10010433248
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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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Time-Series Forecasting of Mortality Rates using Deep Learning
Perla, Francesca - 2020
The time-series nature of mortality rates lends itself to processing through neural networks that are specialized to … accurate forecasts on the Human Mortality Database, and, without further modification, generalizes well to the United States … Mortality Database …
Persistent link: https://www.econbiz.de/10012834751
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Bayesian Log-Bilinear Mortality Projection with a Random Walk with Drift
Shapovalov, Vered - 2019
This paper extends the widely used Lee Carter (LC) model (Lee & Carter, 1992) for mortality projection. We suggest a …
Persistent link: https://www.econbiz.de/10012871935
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Mortality forecasting using factor models : time-varying or time-invariant factor loadings?
He, Lingyu; Huang, Fei; Shi, Jianjie; Yang, Yanrong - In: Insurance / Mathematics & economics 98 (2021), pp. 14-34
Persistent link: https://www.econbiz.de/10012545273
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Time-series forecasting of mortality rates using deep learning
Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore - In: Scandinavian actuarial journal 2021 (2021) 7, pp. 572-598
Persistent link: https://www.econbiz.de/10012624635