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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
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A mortality model for multi-populations : a semi-parametric approach
Fang, Lei; Härdle, Wolfgang; Park, Juhyun - 2016
Mortality is different across countries, states and regions. Several empirical research works however reveal that … mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing mortality … the empirical findings, we make the study of estimating and forecasting mortality rates based on a semi …
Persistent link: https://www.econbiz.de/10011489251
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A mortality model for multi-populations: A semi-parametric approach
Fang, Lei; Härdle, Wolfgang Karl; Park, Juhyun - 2016
Mortality is different across countries, states and regions. Several empirical research works however reveal that … mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing mortality … the empirical findings, we make the study of estimating and forecasting mortality rates based on a semi …
Persistent link: https://www.econbiz.de/10011531899
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Stochastic Population Analysis : A Functional Data Approach
Fang, Lei - 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/10013019426
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Semiparametric Regression for Dual Population Mortality
Venter, Gary - 2019
mortality modeling for related populations. Bayesian shrinkage of slope changes of linear splines is an approach to …
Persistent link: https://www.econbiz.de/10012859790
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A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den; Janys, Lena; Mammen, Enno; … - 2014
-life mortality using data from the Uppsala Birth Cohort Study of individuals born in 1915-1929. The results suggest a relationship …
Persistent link: https://www.econbiz.de/10010386392
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Stochastic population analysis: A functional data approach
Fang, Lei; Härdle, Wolfgang Karl - 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/10010491435
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Stochastic Population Analysis: A Functional Data Approach
Fang, Lei; Härdle, Wolfgang K. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 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/10011166887
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Dynamic semi-parametric factor model for functional expectiles
Burdejová, Petra; Härdle, Wolfgang - 2017
High-frequency data can provide us with a quantity of informa- tion for forecasting, help to calculate and prevent the future risk based on extremes. This tail behaviour is very often driven by ex- ogenous components and may be modelled conditional on other vari- ables. However, many of these...
Persistent link: https://www.econbiz.de/10011760356
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Dynamic Semi-Parametric Factor Model for Functional Expectiles
Burdejova, Petra - 2017
High-frequency data can provide us with a quantity of information for forecasting, help to calculate and prevent the future risk based on extremes. This tail behaviour is very often driven by exogenous components and may be modelled conditional on other variables. However, many of these...
Persistent link: https://www.econbiz.de/10012941576