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Generalized integrated brownian fields for simulation metamodeling

Salemi, Peter; Staum, Jeremy; Nelson, Barry L. - In: Operations research 67 (2019) 3, pp. 874-891

Persistent link: https://www.econbiz.de/10012040305

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

Spatial econometrics for misaligned data

Pouliot, Guillaume Allaire - In: Journal of econometrics 232 (2023) 1, pp. 168-190

Persistent link: https://www.econbiz.de/10013472883

Extrapolative projections of mortality : towards a more consistent method part I: the central scenario

Ediev, Dalkhat M. - 2008

After a comparative study of the Lee-Carter forecasting method and looking into the direct extrapolation of mortality … procedures in order to improve its efficiency in the short run and preclude implausible mortality patterns in the long run. The …, when the mortality dynamics exhibit a steady trend. In the long run, the rates of the decline in mortality are assumed to …

Persistent link: https://www.econbiz.de/10003890313

Modeling longevity risk with generalized dynamic factor models and vine-copulae

Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 165-190

Persistent link: https://www.econbiz.de/10011485145

Stochastic population analysis : a functional data approach

Fang, Lei; Härdle, Wolfgang - 2015

Based on the Lee-Carter (LC) model, the benchmark in population forecasting, a variety of extensions and modifications are proposed in this paper. We investigate one of the extensions, the Hyndman-Ullah (HU) method and apply it to Asian demographic data sets: China, Japan and Taiwan. It combines...

Persistent link: https://www.econbiz.de/10010477583