Forecasting mortality rates with the penalized exponential smoothing state space model

FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY

(2020) Han Lin Shang et al.   Astin Bulletin

SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES

(2018) David Pitt et al.   Astin Bulletin

Grouped multivariate and functional time series forecasting:An application to annuity pricing

(2017) Han Lin Shang et al.   INSURANCE MATHEMATICS & ECONOMICS

Sparse Vector Autoregressive Modeling

(2016) Richard A. Davis et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Automatic Time Series Forecasting: TheforecastPackage forR

(2015) Rob J. Hyndman et al.   Journal of Statistical Software

A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates

(2011) Rosella Giacometti et al.   INSURANCE MATHEMATICS & ECONOMICS