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  • Search: subject:"functional data modeling and forecasting"
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Subject
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Forecast 1 Forecasting model 1 Mortality 1 Prognose 1 Prognoseverfahren 1 Sterblichkeit 1 Theorie 1 Theory 1 age-specific mortality modeling 1 fixed-term annuity 1 functional data modeling and forecasting 1 survival function forecast 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Li, Han 1 Shang, Han Lin 1 Tickle, Leonie 1 Wang, Shaokang 1
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Risks : open access journal 1
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ECONIS (ZBW) 1
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Forecasting age- and sex-specific survival functions : application to annuity pricing
Wang, Shaokang; Shang, Han Lin; Tickle, Leonie; Li, Han - In: Risks : open access journal 12 (2024) 7, pp. 1-15
We introduce the function principal component regression (FPCR) forecasting method to model and forecast age-specific survival functions observed over time. The age distribution of survival functions is an example of constrained data whose values lie within a unit interval. Because of the...
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