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Mortality forecasting using factor models: Time-varying or time-invariant factor loadings? · Study

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ArticleMortality forecasting using factor models: Time-varying or time-invariant factor loadings?

Lingyu He2021

OA

Articlegreen2021

Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?

Lingyu He · Fei Huang · Jianjie Shi · Yanrong Yang

8 citations·0/0 files stored·Insurance Mathematics and Economics

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Insurance, Mortality, Demography, Risk Management Forecasting Techniques and Applications Statistical Distribution Estimation and Applications

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References

2002Determining the Number of Factors in Approximate Factor Models 2002Forecasting Using Principal Components From a Large Number of Predictors 1992Modeling and Forecasting U. S. Mortality 2009Panel Data Models With Interactive Fixed Effects 2006Robust forecasting of mortality and fertility rates: A functional data approach 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States 2000A universal pattern of mortality decline in the G7 countries 2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality

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Year2021

Typearticle

Published2021-02-04

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations8

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/j.insmatheco.2021.01.006

openalex_workW3129159332

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