Kularatne, Thilini Dulanjali; Li, Jackie; Shi, Yanlin - In: Risks : open access journal 10 (2022) 11, pp. 1-23
This paper proposes a two-step LASSO based vector autoregressive (2-LVAR) model to forecast mortality rates. Within the VAR framework, recent studies have developed a spatial-temporal autoregressive (STAR) model, in which age-specific mortality rates are related to their own historical values...
