Multi-population mortality projection : the augmented common factor model with structural breaks
Year of publication: |
2023
|
---|---|
Authors: | Wang, Pengjie ; Pantelous, Athanasios A. ; Vahid, Farshid |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 450-469
|
Subject: | Augmented common factor (ACF) model | Bayesian forecasting | Bayesian statistics | Multi-population mortality projection | Structural/trend change | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
-
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong, (2014)
-
Hyper-parameterised dynamic regressions for nowcasting Spanish GDP growth in real time
Antonio Liedo, David de, (2017)
-
Forecasting with approximate dynamic factor models : the role of non-pervasive shocks
Luciani, Matteo, (2013)
- More ...
-
Multi-population Mortality Projection : The Augmented Common Factor Model with Structural Breaks
WANG, PENGJIE, (2020)
-
Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie, (2024)
-
Multi-Population Mortality Modelling : A Bayesian Approach
Zhu, Dan, (2022)
- More ...